CMake workflow changed in 2016.3. Read the linked blog post for details, but in a nutshell CLion no longer builds all 4 CMake configurations to save time and memory. You can configure the CMake configuration type in Settings | Build, Execution, Deployment | CMake.
However, understanding that some of the users really used this kind of switch quite often and don’t want to change CMake settings (and thus wait for CMake reload) each time, we are going to introduce a reworked ability to add extra CMake configurations. This will be on air together with 2016.3.* update (but not 2016.3.1).