[CI] Fix perf tests run

[aobolensk]

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

[Copilot]

Copilot reviewed 1 out of 1 changed files in this pull request and generated no comments.

[codecov]

Codecov Report

All modified and coverable lines are covered by tests ✅

Project coverage is 95.47%. Comparing base (7ae6346) to head (03203a0).
Report is 2 commits behind head on master.

Additional details and impacted files

@@           Coverage Diff           @@
##           master     #361   +/-   ##
=======================================
  Coverage   95.47%   95.47%           
=======================================
  Files          26       26           
  Lines         486      486           
  Branches      145      145           
=======================================
  Hits          464      464           
  Misses          9        9           
  Partials       13       13           

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