If not set, the commands in the middle of custom configure-command,
pre-build, post-build etc can fail without resulting in SystemError
for user and without stopping cmmi process, which thus can formally
succeed despite being misconfigured or in some cases with the code
not even built.
This is because when executing a multiline command, only the exit
status of the last one actually gets caught by check_call().

Setting -e makes debugging easier by allowing shell to terminate
mid-way if errors (non-zero exit status) occur.

-e only covers 'simple commands', and does not affect 'if' tests
and more complex cases where non-zero exit status is expected to
occur normally.
Detailed description of -e effects can be seen in the POSIX
standard:

https://pubs.opengroup.org/onlinepubs/009695399/utilities/set.html