Enable LightGBM macOS tests

[codemzs]

Currently lightgbm tests in #392 are disabled for macOS since lightGBM native binary depends on OpenMP dll that comes from gcc and is not available on build machines. The engineering systems team is tracking the issue dotnet/core-eng#3753 to have openmp binaries on the build machines. I have verified these macOS tests work and their results are consistent with Linux and Windows by installing brew and gcc on the build machines.