Avoid redownloading MKL_jll for each testset #766
Description
Because each test starts with a clean depot state, as I think it should, they each download MKL_jll, which can make tests a lot slower (especially on my wifi which is relatively mediocre).
It'd be nice to figure out a way to ensure that MKL_jll is downloaded appropriately for apps, but avoid downloading it each time.