depends: Fix `zeromq` build on OpenBSD #2724

Job	Run time
Win64 native, VS 2022	1h 54m 13s
macOS 13 native, x86_64, no depends, sqlite only, gui	49m 8s
ASan + LSan + UBSan + integer, no depends, USDT	1h 18m 29s
test each commit	0s
	4h 1m 50s

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