[CMake] Use CMAKE_MSVC_RUNTIME_LIBRARY to apply /MT (#6484)

CMakeLists.txt

@@ -207,6 +207,11 @@ if(__INTEGRATE_OPENCL)
     endif()
 endif()
 
+if(BUILD_CPP_TEST AND MSVC)
+  # Use /MT flag to statically link the C runtime
+  set(CMAKE_MSVC_RUNTIME_LIBRARY "MultiThreaded$<$<CONFIG:Debug>:Debug>")
+endif()
+
 if(USE_CUDA)
     find_package(CUDAToolkit 11.0 REQUIRED)
     include_directories(${CUDAToolkit_INCLUDE_DIRS})
@@ -685,18 +690,6 @@ if(BUILD_CPP_TEST)
   file(GLOB CPP_TEST_SOURCES tests/cpp_tests/*.cpp)
   if(MSVC)
     set(CMAKE_CXX_FLAGS "${CMAKE_CXX_FLAGS} /permissive-")
-    set(
-      CompilerFlags
-        CMAKE_CXX_FLAGS
-        CMAKE_CXX_FLAGS_DEBUG
-        CMAKE_CXX_FLAGS_RELEASE
-        CMAKE_C_FLAGS
-        CMAKE_C_FLAGS_DEBUG
-        CMAKE_C_FLAGS_RELEASE
-    )
-    foreach(CompilerFlag ${CompilerFlags})
-      string(REPLACE "/MD" "/MT" ${CompilerFlag} "${${CompilerFlag}}")
-    endforeach()
   endif()
   add_executable(testlightgbm ${CPP_TEST_SOURCES})
   target_link_libraries(testlightgbm PRIVATE lightgbm_objs lightgbm_capi_objs GTest::GTest)