[ci] remove OpenMP / MKL workaround in CI jobs

[jameslamb]

Proposes removing a workaround in CI scripts that has been in place since #1606.

The code removed here sets up some symlinks that make it look like, for example, libgomp.dylib (GNU OpenMP) is libomp.dylib (the SONAME used by LLVM OpenMP). This was a workaround for some conflicts between OpenMP implementations that were showing up together (I think).

Removing it to simplify CI scripts, and because:

• it should no longer be necessary (since [ci] [python-package] add arm64 macOS wheels #6391 prevents LightGBM from loading another libomp.dylib into an process that already has one loaded)
• this workaround risks LightGBM accidentally linking against a library we don't intend for it to link against
  • (e.g. macOS wheels should be linked against libomp, LLVM OpenMP)

Notes for Reviewers

For more conversation on this, see #6489.

[github-actions]

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