Properly re-build main.o when threading, etc enabled

[WardBrian]

Submisison Checklist

• Run tests: ./runCmdStanTests.py src/test
• Declare copyright holder and open-source license: see below

Summary:

The automatically generated .d files were not previously working for our main object file when a flag like STAN_THREADS=true was set.

We're doing very nearly the same thing with the precompiled header already

Intended Effect:

Closes #998

How to Verify:

• build bernoulli with STAN_THREADS
• edit a file in cmdstan's source directory
• re-run the same make command as step 1, see that a rebuild is triggered

Side Effects:

None

Documentation:

Copyright and Licensing

Please list the copyright holder for the work you are submitting (this will be you or your assignee, such as a university or company):

Simons Foundation

By submitting this pull request, the copyright holder is agreeing to license the submitted work under the following licenses:

• Code: BSD 3-clause (https://opensource.org/licenses/BSD-3-Clause)
• Documentation: CC-BY 4.0 (https://creativecommons.org/licenses/by/4.0/)