Fix non-sgen builds.

We have a few hard-coded assumptions that sgen will be built.

Also, mono does not need to be in bin_SCRIPTS/noinst_SCRIPTS as it's already in noinst_PROGRAMS and the symlink will be installed to bin by install-exec-hook. Having mono in SCRIPTS means it'll try to build mono instead of mono.exe on Windows, which will depend on mono-boehm instead of mono-boehm.exe.