I tried to install Geant4 ver.10.3.3 using cmake.
For the installation, I added a option, -DGEANT4_INSTALL_DATA=ON, however it was failured.
In the log, they seems to seek in http://geant4.cern.ch/support/source/G4xxxxxx.tar.gz.
I guess, that linked page has been removed recently.
I found that it will be fixed by manual data installation, but automatic data installation is more useful if it is available.