[CMake] How should config packages handle components?

[Robert Dailey]

First of all, I want to apologize for including the developer list.
Maybe I'm not being patient enough, but it seems like every post I've
made on the normal users list doesn't get any attention.

Secondly, the cmake-packages portion of the cmake documentation
doesn't go into a ton of detail about components, but it does give an
example towards the bottom of how you export targets for components.
This leads to my questions:

When defining the target exports via install(TARGET foo EXPORT
foo-export), is it recommended for all components to collectively
export as 1 target.cmake script? Or is it better to have 1
target.cmake script per component? If we use Boost as an example, the
latter would mean having:

boost-config.cmake
boost-target-filesystem.cmake
boost-target-thread.cmake
...etc...

This means that boost-config.cmake would "include()" only the relevant
target cmake scripts based on the provided COMPONENTS list, I assume?

Which is the better approach here and why?

One problem I thought of with the former (one big target.cmake with
all import targets in there) is that if you only ask for a subset of
components in find_package(), you will still get all of them since all
imports are defined in a single file. Does this go against any design
principles? Assuming this really happens, are there any negative side
effects?