However, this only happens for Windows (due to the "if (MSVC)" statement in the CMakeLists.txt file).

That seems like it might also be a problem for madler/zlib correct? Btw, I'm not seeing that statement in our CMakeLists.txt.

The so-called standard FindZLIB.cmake isn't really standard and needs urgent updating or it will end up getting deprecated in later Cmake versions like they did for FindBoost.cmake.

However, this only happens for Windows (due to the "if (MSVC)" statement in the CMakeLists.txt file).

Btw, I'm not seeing that statement in our CMakeLists.txt.

See line 564:
if(MSVC)
set(CMAKE_DEBUG_POSTFIX "d")
add_definitions(-D_CRT_SECURE_NO_DEPRECATE)
add_definitions(-D_CRT_NONSTDC_NO_DEPRECATE)
endif()

I see, so then it seems we do match behavior of madler/zlib.

I can't see any special handling for Mac in stock zlib's CMakeLists.txt, so this is bug in CMake, not zlib or zlib-ng.

Ah indeed, you seem to be right.
We only bumped into this issue because some automated tests failed in our debug builds due to different compression: debug used system zlib, release zlib-ng.
Probably, the same issue existed previously as well but the stock zlib was then maybe equal in behavior than the system zlib.

For non-Windows systems, finding debug build is unsupported in module mode, it should still work in config mode though, but that is kinda untested and still unsupported as there is no "default" location for debug libraries and the config mode hasn't been supported long enough yet...