Follow-up from "Doc: Add Sphinx-based Documentation"

The following discussion from !1152 (merged) should be addressed:

This breaks the Gaudi build in ATLAS with:

CMake Warning at GaudiKernel/CMakeLists.txt:31 (message):
  using internal VectorClass instrset_detect (2.01.02)


CMake Error at GaudiRelease/CMakeLists.txt:86 (add_dependencies):
  Cannot add target-level dependencies to non-existent target "run-doxygen".

  The add_dependencies works for top-level logical targets created by the
  add_executable, add_library, or add_custom_target commands.  If you want to
  add file-level dependencies see the DEPENDS option of the add_custom_target
  and add_custom_command commands.

Is this a problem on our side or needs fixing in Gaudi?

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