CMAKE_DL_LIBS is documented as "Name of library containing dlopen
and dlclose".
On Windows platforms, there's no system provided dlopen/dlclose, but
it can be argued that if you really intend to call dlopen/dlclose,
you're going to be using a third party compat library like
https://github.com/dlfcn-win32/dlfcn-win32, and CMAKE_DL_LIBS should
expand to its name.
This has been argued upstream in CMake in
https://gitlab.kitware.com/cmake/cmake/-/issues/17600 and
https://gitlab.kitware.com/cmake/cmake/-/merge_requests/1642, that
CMAKE_DL_LIBS should expand to "dl" on mingw platforms.
The merge request wasn't merged though, as it caused some amount of
breakage, but in practice, Fedora still carries a custom CMake patch
with the same effect.
Thus, this patch fixes cross compiling OpenMP for mingw targets
on Fedora with their cutom-patched CMake.