Build very sensitive to compiler differences, consider having a "strict" option

[timkpaine]

Compilers might have different considerations for what is, and what is not, a warning. Example: https://github.com/Point72/csp/pull/359

For perspective for example, we had a "STRICT" flag: https://github.com/finos/perspective/blob/08448ccc7ad8b9ca2c98659b1c8187e7ab40aa68/cpp/perspective/CMakeLists.txt#L73 We should consider doing something similar. We can enable it in CI/locally where we have full control over the env, but allow it to be unset for end users that might be building from source against other compilers.