One thing I don't quite understand is that the "no OpenMP" build did not fail to compile with an unprotected cimport openmp in main. The unprotected cimport openmp was added in #23865.

For some reason it seems like build_tools/azure/pylatest_conda_mkl_no_openmp_osx-64_conda.lock actually has Intel OpenMP for some reason:

❯ ag openmp build_tools/azure/pylatest_conda_mkl_no_openmp_osx-64_conda.lock 
9:https://repo.anaconda.com/pkgs/main/osx-64/intel-openmp-2021.4.0-hecd8cb5_3538.conda#65e79d0ffef79cbb8ebd3c71e74eb50a
15:https://repo.anaconda.com/pkgs/main/osx-64/llvm-openmp-14.0.6-h0dcd299_0.conda#b5804d32b87dc61ca94561ade33d5f2d

The "no OpenMP" build passed, the "Linux py38_conda_defaults_openblas" was a spurious one, triggering CI again to get it green.

Looking at why we get OpenMP in the "no OpenMP" build:

• libopenblas can be compiled without openmp i.e. with pthreads for Linux and Windows, e.g. see this
• there is no libopenblas with pthreads on OSX https://anaconda.org/conda-forge/libopenblas/files?sort=basename&sort_order=desc

The Linux py38 conda defaults openblas build issue is actually a genuine one. It is tracked in #24687

I created #24694 to track the fact that the "no OpenMP" build actually has OpenMP.

LGTM. Thanks @lesteve