[C++] Enable parallelism for Make based ExternalProjects

[assignUser]

Describe the enhancement requested

As discoverd in #39522 (comment) the issues with sub-make fragility when passing -jN to the sub-make no longer exists, likely due to our new minimum CMake version 3.16.

So we should be able to remove the workaround from #2779 and gain a speed up.

Component(s)

C++