As stated here: https://trac.osgeo.org/gdal/wiki/CMake GDAL is not yet ready to be compiled with CMake:
Pilot project of CMake configuration for GDAL is being developed internally by Kitware. It should be delivered soon, so stay tuned. Once first beta is released to the public, it will be available for testing, improvements
But this is pretty old.
Any idea on the roadmap if always planned? (I'd like to know which flag I can switch to enable python bindings because now it cannot find osgeo within QGIS).
I'm using Ubuntu 18.04.