There is, AFAIK, no way to force full paths there.
FWIW, we currently rely on that in our test harnesses (where we use regexes to match output). The backtrace stack printing would also need changed.
However, the only relative paths are those to the top-level source directory which seems like something IDEs can assume when handling CMake output to me.
There is not currently a way to get an absolute path in that message. If the file is inside the top-level source tree (or build tree IIRC) then it will be expressed relative to that. I think some IDEs have been able to handle that but it does take special logic.
For reference, I searched the old mailing list archives and found this was raised before: