Alright, so in my attempt to compile CSFML with SFML linked dynamically/shared I noticed an issue. The CSFML configuration on windows for some reason will not accept a shared build of SFML. However manually pointing each *.lib file to the shared version worked fine. I even took a look through the CMakeLists.txt file, but me not really knowing CMake I didn't see anything wrong. For the record I defined SFML_STATIC_LIBRARIES and it had no affect.
To be clear, the CSFML CMakeLists.txt will not accept a shared build of SFML, even with SFML_STATIC_LIBRARIES set to false.