This removes a need for passing CLEANDIRS in to "make clean" in a slightly
convoluted way.
Also, remove the ${MAKE_CHECK_SANDBOX_DIR} is already present -> bail logic.
It was incredibly annoying dealing with false positives/failures (of which
there are a handful in the tree with tests). It's better to just assume that
the user is smart enough to do the right thing and not invoke "make check"
(sandboxed) multiple times, keeping ${MAKE_CHECK_SANDBOX_DIR}.