[Build] Organize cmake file (Fixed)

[mfbalin]

Description

The regression issue in #7657 was caused by not enabling OpenMP for GraphBolt.

This PR is the same as #7657 except that it enables OpenMP for GraphBolt and remove unused options from build.sh.

Checklist

Please feel free to remove inapplicable items for your PR.

• The PR title starts with [$CATEGORY] (such as [NN], [Model], [Doc], [Feature]])
• I've leverage the tools to beautify the python and c++ code.
• The PR is complete and small, read the Google eng practice (CL equals to PR) to understand more about small PR. In DGL, we consider PRs with less than 200 lines of core code change are small (example, test and documentation could be exempted).
• All changes have test coverage
• Code is well-documented
• To the best of my knowledge, examples are either not affected by this change, or have been fixed to be compatible with this change
• Related issue is referred in this PR
• If the PR is for a new model/paper, I've updated the example index here.

Changes

[dgl-bot]

To trigger regression tests:

• @dgl-bot run [instance-type] [which tests] [compare-with-branch];
  For example: @dgl-bot run g4dn.4xlarge all dmlc/master or @dgl-bot run c5.9xlarge kernel,api dmlc/master

[dgl-bot]

Commit ID: 7a219f4

Build ID: 1

Status: ✅ CI test succeeded.

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[dgl-bot]

Commit ID: debe474

Build ID: 2

Status: ⚪️ CI test cancelled due to overrun.

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[dgl-bot]

Commit ID: e647c60

Build ID: 3

Status: ✅ CI test succeeded.

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Full logs path: link

[dgl-bot]

Commit ID: 4374589

Build ID: 4

Status: ✅ CI test succeeded.

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Full logs path: link