I would prefer it, if make could be installed without sgid. It seems that the only reasoon fffor the sgid bit is ooption -l for which make needs to access /dev/kmem. Because I believe that almost nobody ever uses this option, I vote for a installation of make without sgid. First it's allways nice to have one programm more without sgid and second checkinstall doesn't work with a sgid make. ;)
AFAIK, make under linux doesn't require the sgid bit because it reads from /proc instead. /dev/kmem isn't even owned by group kmem!
Fixed in -r4.