We compile curl with vcpkg. vcpkg prefers dependencies of the vcpkg
package to come from vcpkg as well. We break its logic by setting
and ZLIB_LIBRARY in cmake/zlib.cmake to the static library that we
compile outselves. This vcpkg check is not critical or needed
when shared libraries are used.
As a workaround, set CMAKE_DISABLE_FIND_PACKAGE_ZLIB when compiling
hashicorp_key_management, in this case vcpkg skips the zlib check.