- Since every time you run config{,.new}, you need to cd to the compile
         directory and run make depend, why does config not automagically
         run the make depend for you?  It reminds you every time you run it:
         "Don't forget to run \"make depend\"."

That's just patently absurd.  There are plenty of times that I, as the
person who *wrote* the code that just changed, know bloody well that I
don't need to run `make depend' again, and I would be rather annoyed to
have to wait for it.  And iff you're doing a single compile [AND INTEND
TO BLOW THE DIRECTORY AWAY RATHER THAN DOING ANOTHER COMPILE], then
there is no need to run `make depend' at all.

The message really means `Don't forget that you might need to run `make
depend'.', but if it said that many users would stupidly not bother to
run it at all.