Jeff,
This is most commonly due to downloading GitHub's auto generated 'source code' tarball, which contains all the files in the Git repository, but is not a git repo, nor contains the extra things added when we create a release.
Check that you are using the tarball from:
https://github.com/hpcng/singularity/releases/tag/v3.6.4 that is called `singularity-3.6.4.tar.gz` and not the `Source code (tar.gz) link`. There's also a sha256sums file there so you can check the hash of the tarball you have to make sure it is correct.
The correct one does have the VERSION file referred to, and the vendored libraries etc. that are needed to build outside of a git clone.
DT