[CI] Fix perf tests run

- Set missing OMP_NUM_THREADS env variable
- Fix fail on error strategy

Author: aobolensk

.github/workflows/main.yml

@@ -1120,7 +1120,9 @@ jobs:
           python3 scripts/run_perf_counter.py --required-tests-number=2
       - name: Run perf tests
         run: |
-          source scripts/generate_perf_results.sh
+          bash -e scripts/generate_perf_results.sh
+        env:
+          OMP_NUM_THREADS: 4
       - name: Archive results
         uses: montudor/action-zip@v1
         with: