This doesn't make sense, because SFML_USE_STATIC_STD_LIBS is used only at two locations:
# define an option for choosing between static and dynamic C runtime (Windows only)
if(SFML_OS_WINDOWS)
sfml_set_option(SFML_USE_STATIC_STD_LIBS FALSE BOOL "TRUE to statically link to the standard libraries, FALSE to use them as DLLs")
# the following combination of flags is not valid
if (BUILD_SHARED_LIBS AND SFML_USE_STATIC_STD_LIBS)
message(FATAL_ERROR "BUILD_SHARED_LIBS and SFML_USE_STATIC_STD_LIBS cannot be used together")
endif()
# for VC++, we can apply it globally by modifying the compiler flags
if(SFML_COMPILER_MSVC AND SFML_USE_STATIC_STD_LIBS)
foreach(flag
CMAKE_CXX_FLAGS CMAKE_CXX_FLAGS_DEBUG CMAKE_CXX_FLAGS_RELEASE
CMAKE_CXX_FLAGS_MINSIZEREL CMAKE_CXX_FLAGS_RELWITHDEBINFO)
if(${flag} MATCHES "/MD")
string(REGEX REPLACE "/MD" "/MT" ${flag} "${${flag}}")
endif()
endforeach()
endif()
endif()
# for gcc >= 4.0 on Windows, apply the SFML_USE_STATIC_STD_LIBS option if it is enabled
if(SFML_OS_WINDOWS AND SFML_COMPILER_GCC AND NOT SFML_GCC_VERSION VERSION_LESS "4")
if(SFML_USE_STATIC_STD_LIBS AND NOT SFML_COMPILER_GCC_TDM)
set_target_properties(${target} PROPERTIES LINK_FLAGS "-static-libgcc -static-libstdc++")
elseif(NOT SFML_USE_STATIC_STD_LIBS AND SFML_COMPILER_GCC_TDM)
set_target_properties(${target} PROPERTIES LINK_FLAGS "-shared-libgcc -shared-libstdc++")
endif()
endif()
... and as you can see, both apply on Windows only. On Linux it should have no effect at all.
Make sure that you clear your CMake cache and build directory between two different builds.