Update CFG with configuration options given via command line

[schlunma]

Description

While testing #2522, I noticed that CFG is not updated with config options given via command line. This PR fixes that.

It would probably be good to unify our usage of Session and CFG in the code base, but that's something for another PR.

Closes #2594

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[codecov]

Codecov Report

All modified and coverable lines are covered by tests ✅

Project coverage is 94.67%. Comparing base (1cf3862) to head (bcc949a).
Report is 1 commits behind head on main.

Additional details and impacted files

@@           Coverage Diff           @@
##             main    #2595   +/-   ##
=======================================
  Coverage   94.66%   94.67%           
=======================================
  Files         251      251           
  Lines       14302    14302           
=======================================
+ Hits        13539    13540    +1     
+ Misses        763      762    -1     

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[bouweandela]

It would probably be good to unify our usage of Session and CFG in the code base, but that's something for another PR.

Indeed, in many places we're using the global CFG where we should be using Session objects. This seems more relevant for usage from Python/Jupyter notebook, as the command line does not allow running multiple recipes (with different settings) anyway.