This avoided catching a regression where an unprotected cimport openmp was introduced.

As a side-comment: Pyodide build needs to be built without OpenMP.

From #24682 (comment), there is OpenMP in the build environment:

❯ ag openmp build_tools/azure/pylatest_conda_mkl_no_openmp_osx-64_conda.lock 
9:https://repo.anaconda.com/pkgs/main/osx-64/intel-openmp-2021.4.0-hecd8cb5_3538.conda#65e79d0ffef79cbb8ebd3c71e74eb50a
15:https://repo.anaconda.com/pkgs/main/osx-64/llvm-openmp-14.0.6-h0dcd299_0.conda#b5804d32b87dc61ca94561ade33d5f2d

From #24682 (comment)

Looking at why we get OpenMP in the "no OpenMP" build:

• libopenblas can be compiled without openmp i.e. with pthreads for Linux and Windows, e.g. see this
• there is no libopenblas with pthreads on OSX anaconda.org/conda-forge/libopenblas/files?sort=basename&sort_order=desc

So it seems like if we want an "no OpenMP" build we need it to be Linux or Windows. Not sure whether there was a good reason to have it on OSX originally.