[r2.0 CherryPick]: [INTEL MKL] Fixing spurious omp thread spawning

[penpornk]

This PR fixes the core over-utilization issue when Eigen and OpenMP threadings crash.

From PR #32485:
In some models that use eager/imperative code where we don’t rewrite a few operators to MKL, a lot (intra_op_threads*OMP_NUM_THREADS) of threads are spawned by Eigen matmul code. This is because -fopenmp flag is passed to Eigen as part of the build configuration. This PR fixes the configuration to not pass -fopenmp to Eigen under --config=mkl.

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[penpornk]

Manually setting CLA to yes because all the co-authored commits are from PR #32485 that is already merged in master.