Why should I use the build system over what's included in the IDE?

I heard that more than one person says that if your build process clicks the build button, then the build process does not work. Often this is accompanied by advice on the use of things such as make, cmake, nmake, MSBuildetc. What exactly do these tools offer that justify manually saving a separate configuration file?

EDIT: I'm most interested in the answers that apply to a single developer working on a C ++ 20k project, but I'm also interested in the general case.

EDIT2: It doesn't seem like there is one good answer to this question, so I went ahead and made it CW. In response to those who talk about continuous integration, yes, I fully understand when you have many developers in a project with CI. However, this is an advantage of CI, rather than saving separate build scripts. They are orthogonal: for example, Team Foundation Build is a CI solution that uses Visual Studio project files as a configuration.

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