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