Remove hard dependencies of GLX and libGL from Dolphin.

[Sonicadvance1]

We can't have a hard dependency on GLX on a system that is EGL only.
So having a hard dependency on a X11+EGL system is stupid.

Also fixes a library include that I missed that made us link against libGL, which doesn't work on a system that doesn't provide libGL.

[Sonicadvance1]

Not defining USE_EGL implies using GLX on Linux.

[gilcel]

Not sure if I should report it here or as an issue but this breaks OS X build:
[100%] Building CXX object Source/Core/DolphinWX/CMakeFiles/Dolphin.dir/WxUtils.cpp.o
Copying OS X content Binaries/Dolphin.app/Contents/Resources/Dolphin.icns
Linking CXX executable ../../../Binaries/Dolphin.app/Contents/MacOS/Dolphin
Undefined symbols for architecture x86_64:
"_CGLChoosePixelFormat", referenced from:
_grabViaOpenGL in libwx.a(glgrab.cpp.o)
"_CGLCreateContext", referenced from:
_grabViaOpenGL in libwx.a(glgrab.cpp.o)
"_CGLSetCurrentContext", referenced from:
_grabViaOpenGL in libwx.a(glgrab.cpp.o)
"_CGLSetFullScreen", referenced from:
_grabViaOpenGL in libwx.a(glgrab.cpp.o)
"_CGLDestroyPixelFormat", referenced from:
_grabViaOpenGL in libwx.a(glgrab.cpp.o)
"_CGLClearDrawable", referenced from:
_grabViaOpenGL in libwx.a(glgrab.cpp.o)
"_CGLDestroyContext", referenced from:
_grabViaOpenGL in libwx.a(glgrab.cpp.o)
ld: symbol(s) not found for architecture x86_64
clang: error: linker command failed with exit code 1 (use -v to see invocation)
make[2]: *** [Binaries/Dolphin.app/Contents/MacOS/Dolphin] Error 1
make[1]: *** [Source/Core/DolphinWX/CMakeFiles/Dolphin.dir/all] Error 2
make: *** [all] Error 2

[Sonicadvance1]

Fixed in PR #1362