Mark MPI and Threads dependencies required in cmake (#424) #2616

Job	Run time
clang-format	11s
python-lint	7s
ubuntu-clang-build (ubuntu-24.04)	1m 9s
windows-msvc-build	3m 17s
windows-clang-build	3m 54s
macos-clang-build	2m 3s
ubuntu-gcc-build (ubuntu-24.04)	2m 27s
ubuntu-gcc-build (ubuntu-24.04-arm)	2m 52s
ubuntu-clang-build (ubuntu-24.04-arm)	2m 43s
ubuntu-clang-test (ubuntu-24.04)	4m 48s
ubuntu-clang-sanitizer-build (ubuntu-24.04)	2m 11s
ubuntu-clang-test (ubuntu-24.04-arm)	6m 17s
windows-msvc-test	2m 18s
windows-clang-test	1m 36s
macos-clang-test	2m 52s
ubuntu-gcc-test (ubuntu-24.04)	6m 46s
ubuntu-gcc-test (ubuntu-24.04-arm)	4m 52s
ubuntu-clang-sanitizer-test (ubuntu-24.04)	2m 2s
ubuntu-clang-test-extended (ubuntu-24.04)	2m 59s
ubuntu-clang-test-extended (ubuntu-24.04-arm)	4m 2s
windows-msvc-test-extended	1m 23s
ubuntu-gcc-test-extended (ubuntu-24.04-arm)	3m 28s
ubuntu-gcc-test-extended (ubuntu-24.04)	2m 32s
windows-clang-test-extended	1m 26s
macos-clang-test-extended	2m 28s
ubuntu-clang-sanitizer-test-extended (ubuntu-24.04)	1m 45s
ubuntu-gcc-build-codecov	3m 26s
ubuntu-gcc-build-perf-stats	55s
	1h 16m 49s

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