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FindBLAS: Revert "Do not statically link against iomp5 ... Intel MKL"

Brad King requested to merge brad.king/cmake:FindBLAS-mkl-gnu into master

Since !6001 (merged), we no longer find MKL's BLAS when using the GNU compiler because FindOpenMP chooses libgomp instead of libiomp5, and mkl_intel_thread depends on the latter. Revert the change for now. A new approach will be needed to solve the original problem.

Update our nightly CI jobs to try finding MKL when using the GNU compiler to cover this case.

Issue: #21811

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