Can't run tests on macOS due to lack of `mgd`

Same deal as #3938 — maghemite doesn't do a Mac build for mgd, so tools/ci_download_maghemite_mgd doesn't do anything on Mac.

thread 'integration_tests::schema::nexus_cannot_apply_update_from_unknown_version' panicked at 'called `Result::unwrap()` on an `Err` value: failed to spawn `mgd` (with args: ["run", "--admin-addr", "::1", "--admin-port", "0", "--no-bgp-dispatcher", "--data-dir", "/var/folders/lk/vsx86g0545g3g2tsmvs50py40000gn/T/.tmp0VxTKj"])

Caused by:
    No such file or directory (os error 2)', /Users/david/oxide/omicron/nexus/test-utils/src/lib.rs:413:63

I tried a workaround analogous to the one for dpd I describe in #3938, namely building mgd myself, but I run into this.

https://github.com/oxidecomputer/netadm-sys/blob/59e69ef8fb17be233e336cf4943e31ae398aa4d1/libnet/src/sys.rs#L696-L706

I think libc::__error() would work on Mac too based on a very cursory search online. Will see if I can test that myself by pointing at a local copy of libnet.

Start with tools/ci_download_maghemite_mgd and nexus/test-utils/src/lib.rs:413 to trace how macOS obtains and spawns mgd. Then inspect the referenced netadm-sys libnet/src/sys.rs lines 696-706 and the proposed libc::__error() workaround. Done means the relevant macOS setup allows the affected integration test to find and run mgd.