Misleading OpenMP warning on MacOS when building with Meson

### Describe the bug

Compiling on MacOS with openmp works the old way, see https://scikit-learn.org/dev/developers/advanced_installation.html#macos:
- `brew install libomp`
- ```
  export CC=/usr/bin/clang
  export CXX=/usr/bin/clang++
  export CPPFLAGS="$CPPFLAGS -Xpreprocessor -fopenmp"
  export CFLAGS="$CFLAGS -I/usr/local/opt/libomp/include"
  export CXXFLAGS="$CXXFLAGS -I/usr/local/opt/libomp/include"
  export LDFLAGS="$LDFLAGS -Wl,-rpath,/usr/local/opt/libomp/lib -L/usr/local/opt/libomp/lib -lomp"
  ```
- Build `make in`

With the new meson build system, a warning is raised and scikit-learn is built without openmp:
- same as above, just the last commant is `make dev-meson` instead of `make in`.

### Steps/Code to Reproduce

```
% make dev-meson
```

### Expected Results

No warning and it compiles with openmp enabled.

### Actual Results

```
Run-time dependency OpenMP for c found: NO (tried system)
  ../../sklearn/meson.build:63: WARNING:
                  ***********
                  * WARNING *
                  ***********

  It seems that scikit-learn cannot be built with OpenMP.

  - Make sure you have followed the installation instructions:

      https://scikit-learn.org/dev/developers/advanced_installation.html

  - If your compiler supports OpenMP but you still see this
    message, please submit a bug report at:

      https://github.com/scikit-learn/scikit-learn/issues

  - The build will continue with OpenMP-based parallelism
    disabled. Note however that some estimators will run in
    sequential mode instead of leveraging thread-based
    parallelism.

                      ***
```

### Versions

```shell
System:
    python: 3.11.7 (main, Dec  4 2023, 18:10:11) [Clang 15.0.0 (clang-1500.1.0.2.5)]
executable: /Users/lorentzen/github/python3_sklearn/bin/python
   machine: macOS-14.4-x86_64-i386-64bit

Python dependencies:
      sklearn: 1.5.dev0
          pip: 24.0
   setuptools: 68.0.0
        numpy: 1.26.0
        scipy: 1.11.3
       Cython: 3.0.9
       pandas: 2.1.1
   matplotlib: 3.8.0
       joblib: 1.3.2
threadpoolctl: 3.2.0

Built with OpenMP: True

threadpoolctl info:
       user_api: openmp
   internal_api: openmp
    num_threads: 8
         prefix: libomp
       filepath: /usr/local/Cellar/libomp/17.0.6/lib/libomp.dylib
        version: None

       user_api: blas
   internal_api: openblas
    num_threads: 4
         prefix: libopenblas
       filepath: /Users/lorentzen/github/python3_sklearn/lib/python3.11/site-packages/numpy/.dylibs/libopenblas64_.0.dylib
        version: 0.3.23.dev
threading_layer: pthreads
   architecture: Haswell

       user_api: blas
   internal_api: openblas
    num_threads: 4
         prefix: libopenblas
       filepath: /Users/lorentzen/github/python3_sklearn/lib/python3.11/site-packages/scipy/.dylibs/libopenblas.0.dylib
        version: 0.3.21.dev
threading_layer: pthreads
   architecture: Haswell
```

COMMENT:
> Just curious, do we have a good reason why we want to keep the instructions with brew?

We use similar build instructions (system compiler + manual openmp link config) in the wheel builder script for macOS:

https://github.com/scikit-learn/scikit-learn/blob/5033adf927c64d4f743ec98b98ffe0abf307d75d/build_tools/wheels/build_wheels.sh#L19-L50

But those are not exactly the same instructions because here we fetch libomp from conda-forge (manually, without conda) instead of using brew.

This should work because if I recall correctly we have a test that checks that openmp is enabled at runtime.

Labels: Bug, Build / CI