Build from source as much as possible instead of downloading from cdn.unrealengine.com?

I have just started with Unreal Engine on Linux and been struggling with building from source.
So far, I find Setup.sh calling GitDependencies.exe which then downloads executable binaries from
But the binaries downloaded do not always work, even when they are of the same x86_64 architecture, which is a common situation for Linux, causing build to fail when I actually run “make”.
( In particular, it is dump_syms causing me the most trouble. )
Then again I find that there are source code directories for these binaries in the UnrealEngine repo, but they do not seem to be used at all when following the ‘Linux Quick Start’ instructions.

Where shall I start if I want to prioritize building from source whenever possible?