Build error with USE_PDLP=OFF

**What version of OR-Tools and what language are you using?**
Version: v9.6
Language: C++

openSUSE Leap 15.4
gcc 12.2.0

Setup build directory using cmake, specifying USE_PDLP=OFF
```sh
cmake -G Ninja -B build -D CMAKE_INSTALL_PREFIX=/opt/or-tools-9.6 -D CMAKE_CXX_COMPILER=/opt/gcc-12.2.0/bin/g++ -D CMAKE_CXX_STANDARD=20 -D CMAKE_CXX_EXTENSIONS=OFF -D USE_COINOR=OFF -D USE_SCIP=OFF -D BUILD_SHARED_LIBS=OFF -D BUILD_TESTING=OFF -D BUILD_SAMPLES=OFF -D BUILD_EXAMPLES=OFF -D CMAKE_INSTALL_LIBDIR=lib -D absl_DIR=/opt/abseil-cpp-20230125.3/lib/cmake/absl/ -D utf8_range_DIR=/opt/protobuf-23.2/lib64/cmake/utf8_range -D BUILD_FLATZINC=OFF -D USE_GLPK=OFF -D USE_PDLP=OFF -D BUILD_Protobuf=ON

[358/496] Building CXX object ortools/linear_solver/CMakeFiles/ortools_linear_solver.dir/pdlp_interface.cc.o
FAILED: ortools/linear_solver/CMakeFiles/ortools_linear_solver.dir/pdlp_interface.cc.o
/opt/gcc-12.2.0/bin/g++ -DUSE_BOP -DUSE_GLOP -DUSE_LP_PARSER -I../ -I. -I_deps/protobuf-src/src -isystem /opt/abseil-cpp-20230125.3/include -O3 -DNDEBUG -fPIC -pthread -fwrapv -std=c++17 -MD -MT ortools/linear_solver/CMakeFiles/ortools_linear_solver.dir/pdlp_interface.cc.o -MF ortools/linear_solver/CMakeFiles/ortools_linear_solver.dir/pdlp_interface.cc.o.d -o ortools/linear_solver/CMakeFiles/ortools_linear_solver.dir/pdlp_interface.cc.o -c ../ortools/linear_solver/pdlp_interface.cc
../ortools/linear_solver/pdlp_interface.cc:31:10: fatal error: ortools/pdlp/solve_log.pb.h: No such file or directory
31 | #include "ortools/pdlp/solve_log.pb.h"
| ^~~~~~~~~~~~~~~~~~~~~~~~~~~~~
compilation terminated.
```