Don't add NCCL dependency to gloo if system NCCL is used (#41180)
Summary:
This avoids a (currently only) warning of cmake:
```
The dependency target "nccl_external" of target "gloo_cuda" does not exist.
Call Stack (most recent call first):
CMakeLists.txt:411 (include)
```
This will be a real problem once Policy CMP0046 is set which will make this warning be an error
Pull Request resolved: https://github.com/pytorch/pytorch/pull/41180
Differential Revision: D22460623
Pulled By: malfet
fbshipit-source-id: 0222b12b435e5e2fdf2bc85752f95abba1e3d4d5
