CMake: -z linker flag is not supported on MinGW either

[jschueller]

Description

Add a comprehensive description of proposed changes

Fixes # - issue number(s) if exists

• - git commit message contains an appropriate signed-off-by string (see CONTRIBUTING.md for details)

Type of change

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• bug fix - change that fixes an issue
• new feature - change that adds functionality
• tests - change in tests
• infrastructure - change in infrastructure and CI
• documentation - documentation update

Tests

• added - required for new features and some bug fixes
• not needed

Documentation

• updated in # - add PR number
• needs to be updated
• not needed

Breaks backward compatibility

• Yes
• No
• Unknown

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[isaevil]

LGTM!