Currently, builds of libevent in depends, using CMake, fail on some
systems, like Alpine, with the following:
```bash
/bitcoin/depends/work/build/aarch64-unknown-linux-musl/libevent/2.1.12-stable-1516ed47ea8/evmap.c: In function 'evmap_signal_add_':
/bitcoin/depends/work/build/aarch64-unknown-linux-musl/libevent/2.1.12-stable-1516ed47ea8/evmap.c:456:31: error: 'NSIG' undeclared (first use in this function)
456 | if (sig < 0 || sig >= NSIG)
```
From what I can tell the `_GNU_SOURCE` "detection" in libevents CMake build
system, never? really worked, and it's not clear what a nice fix is.
For now, always use `_GNU_SOURCE` when building libevent in depends.