Snapml solver CI is red on MacOS if OMP_NUM_THREADS is not set explicitely

Adding `snapml` solver (#17), to get a green CI we explicitly set `OMP_NUM_THREADS=1` for MacOS and use `brew install`.
- When removing this export, the CI simply runs until stopped (cf [the logs.zip](https://github.com/benchopt/benchmark_logreg_l1/files/8331863/logs_88.zip) where technically no error is reported)
- If we don't use `brew install` but install `libomp` using `conda` we get an explicit error:
```
ImportError: dlopen(/Users/runner/miniconda3/envs/bench_test_env/lib/python3.8/site-packages/snapml/libsnapmlutils.so, 2): Library not loaded: /usr/local/opt/libomp/lib/libomp.dylib
Referenced from: /Users/runner/miniconda3/envs/bench_test_env/lib/python3.8/site-packages/snapml/libsnapmlutils.so
Reason: image not found
```

Inspect the macOS CI setup and the snapml installation path, starting with the linked logs.zip. Reproduce the run without OMP_NUM_THREADS and compare the brew and conda libomp setups; done means the macOS CI completes reliably with the dependency loaded correctly.

Written by the indexing model from the issue text.