Only Windows needs to have the object libraries included in apps/tests

This is a little ugly, but I think it takes care of some of our issues on Ubuntu and Windows. In a nutshell, if I don't include the object libs on MSVC, I get unresolved externals. If I do include them, Ubuntu complains. So, they are included conditionally. I may be able to tuck this inside the CMake macros, but we can address that down the road.