Tests: Fix check to add InstallMode tests

The check added by commit 58d10cf6f1 (Alternative symlink-creating mode
for file(INSTALL ...), 2021-08-02) only works when re-running CMake in a
build tree after building `cmake`.  Use the driving CMake to check
instead.  Remove the stray link after creation.

Also remove the message on failure: we do not use that convention.