For the desired set-user-id behavior to occur, appropriate permissions need to be set during installation. The default permissions are 4555. If you wish to change this default, you can do so with the confSBINMODE macro:

define(`confSBINMODE', `2555')           not recommended

Be aware that disabling set-user-id like this can cause some actions to fail, such as reading ~/.forward files or writing to the queue.