Add windows constraint to mkl package in wheel (#121014)

Follow up on: #102604
Address this comment: #102604 (comment)

Whl metadata for all wheels published to pypi must match, otherwise poetry install will fail see this comment:
#88049 (comment)

Pull Request resolved: #121014
Approved by: https://github.com/malfet

setup.py

@@ -1095,9 +1095,8 @@ def main():
         "networkx",
         "jinja2",
         "fsspec",
+        'mkl>=2021.1.1,<=2021.4.0; platform_system == "Windows"',
     ]
-    if IS_WINDOWS:
-        install_requires.append("mkl>=2021.1.1,<=2021.4.0")
 
     # Parse the command line and check the arguments before we proceed with
     # building deps and setup. We need to set values so `--help` works.