[CI] Stop vendoring libomp.dylib in MacOS Python wheels

[hcho3]

Adopt microsoft/LightGBM#6391 to achieve the following goals:

• Stop vendoring libomp in the MacOS Python wheels. Currently, we vendor libomp 11.1.0, a 3-year old version.
• Allow XGBoost to work with libomp from a variety of sources, e.g. Conda or Homebrew.
  • libxgboost.dylib no longer has dependency on hardcoded path of libomp.dylib. So it can be used in conjunction with any installation of libomp.dylib.
  • If a copy of libomp.dylib is already present in memory, XGBoost will use that copy. This way, we can avoid myriad problems caused by having multiple incompatible versions of libomp (Segmentation fault on MacOS with libomp 12.0.0 #7039).

One disadvantage of this approach is that users will now get an OSError if OpenMP is not present in the system. This is not too bad, since the error message already directs users to install OpenMP:

xgboost/python-package/xgboost/core.py

Lines 224 to 230 in b9e5229

	XGBoost Library ({libname}) could not be loaded.
	Likely causes:
	* OpenMP runtime is not installed
	- vcomp140.dll or libgomp-1.dll for Windows
	- libomp.dylib for Mac OSX
	- libgomp.so for Linux and other UNIX-like OSes
	Mac OSX users: Run `brew install libomp` to install OpenMP runtime.

Before this commit (note the hard-coded path for libomp.dylib):

$ otool -L ./lib/libxgboost.dylib
./lib/libxgboost.dylib:
        @rpath/libxgboost.dylib (compatibility version 0.0.0, current version 0.0.0)
        /opt/homebrew/opt/libomp/lib/libomp.dylib (compatibility version 5.0.0, current version 5.0.0)
        /usr/lib/libc++.1.dylib (compatibility version 1.0.0, current version 1500.65.0)
        /usr/lib/libSystem.B.dylib (compatibility version 1.0.0, current version 1319.100.3)

After this commit:

$ otool -L ./lib/libxgboost.dylib
./lib/libxgboost.dylib:
        @rpath/libxgboost.dylib (compatibility version 0.0.0, current version 0.0.0)
        @rpath/libomp.dylib (compatibility version 5.0.0, current version 5.0.0)
        /usr/lib/libc++.1.dylib (compatibility version 1.0.0, current version 1500.65.0)
        /usr/lib/libSystem.B.dylib (compatibility version 1.0.0, current version 1319.100.3)

@jameslamb Thanks for inspiration!

[hcho3]

TODO: Update CI to build libxgboost.dylib without bundling libomp.