Build fails on macos with openmp and static lib enabled

## Description
Build fails on macos with `openmp` and static lib enabled

```shell
cmake -B build -S . -DBUILD_STATIC_LIB=ON && cmake --build build -j4
```

```
...
Replacing hard-coded OpenMP install_name with '@rpath/libomp.dylib'...
error: /Library/Developer/CommandLineTools/usr/bin/install_name_tool: can't open file: lib_lightgbm.dylib (No such file or directory)
```
