BUG: #1761: make sure OpenMP runtime is loaded by the main executable

The number of threads used by OpenMP is set to the same number of threads used by ITK.

The original goal of this MR is also to load the OpenMP runtime during the main executable, not when loading an OTB application. It is causing crashes at the closure in several MachineLearning tests on windows (https://dash.orfeo-toolbox.org/testDetails.php?test=91541197&build=341760)