Homebrew changed recently. Things that used to work do not work anymore. The easiest way I found to work (January 2021), was to:
.rb
file for my software (first go to Formulas, find the one I need and then click "History"; for CMake, this is at https://github.com/Homebrew/homebrew-core/commits/master/Formula/cmake.rb)
brew unlink cmake
brew install https://raw.githubusercontent.com/Homebrew/homebrew-core/2bf16397f163187ae5ac8be41ca7af25b5b2e2cc/Formula/cmake.rb
will fail)
curl -O https://raw.githubusercontent.com/Homebrew/homebrew-core/2bf16397f163187ae5ac8be41ca7af25b5b2e2cc/Formula/cmake.rb && brew install ./cmake.rb
Voila! You can delete the downloaded .rb
file now.