Remove mentions of USE_INTEL_MKL from the build docs (#41474)

(cherry picked from commit bd665cf)

Author: DilumAluthge

doc/build/build.md

@@ -250,21 +250,6 @@ Julia uses a custom fork of libuv. It is a small dependency, and can be safely b
 
 As a high-performance numerical language, Julia should be linked to a multi-threaded BLAS and LAPACK, such as OpenBLAS or ATLAS, which will provide much better performance than the reference `libblas` implementations which may be default on some systems.
 
-### Intel MKL
-
-**Note:** If you are building Julia for the sole purpose of incorporating Intel MKL, it may be beneficial to first try [MKL.jl](https://github.com/JuliaComputing/MKL.jl). This package will automatically download MKL and rebuild Julia's system image against it, sidestepping the need to set up a working build environment just to add MKL functionality. MKL.jl replaces OpenBLAS with MKL for dense linear algebra functions called directly from Julia, but SuiteSparse and other C/Fortran libraries will continue to use the BLAS they were linked against at build time. If you want SuiteSparse to use MKL, you will need to build from source.
-
-For a 64-bit architecture, the environment should be set up as follows:
-```sh
-# bash
-source /path/to/intel/bin/compilervars.sh intel64
-```
-Add the following to the `Make.user` file:
-
-    USE_INTEL_MKL = 1
-
-It is highly recommended to start with a fresh clone of the Julia repository.
-
 ## Source distributions of releases
 
 Each pre-release and release of Julia has a "full" source distribution and a "light" source