[Bugfix] Explicitly include "omp.h" for MacOS to avoid installation failure

[realShengYao]

If we detect MacOS, explicitly include "omp.h". This helps to avoid the installation failure mentioned in #14034 .

FIX #14034

[github-actions]

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[hmellor]

@realShengYao is this ready to be converted from draft?

[realShengYao]

@hmellor yes yes

[hmellor]

Cool, could you merge from main (the failing test should be fixed already) and then I'll enable auto-merge

[realShengYao]

Sure. Should be okay to auto merge now.

[hmellor]

Thanks again for the bugfix!

[realShengYao]

You're most welcome!