CI: Keep OpenBLAS on Cygwin

This was removed a few months ago to avoid failures with a previous version (numpy#20654, numpy#20660), necessitating the use of the Netlib reference BLAS instead (numpy#20669).  The Cygwin OpenBLAS implementation has updated to 0.3.20 since then (https://cygwin.com/cgi-bin2/package-grep.cgi?grep=openblas&arch=x86_64), so using OpenBLAS again should be fine.

.github/workflows/cygwin.yml

@@ -37,13 +37,7 @@ jobs:
       - name: Set Windows PATH
         uses: egor-tensin/cleanup-path@v1
         with:
-          dirs: 'C:\tools\cygwin\lib\lapack;C:\tools\cygwin\bin'
-      - name: Remove OpenBLAS
-        # Added to work around OpenBLAS bugs on AVX-512
-        # Add libopenblas to the Cygwin install step when removing this step
-        # Should be possible after next Cygwin OpenBLAS update.
-        run: |
-          dash -c "/bin/rm -f /usr/bin/cygblas-0.dll"
+          dirs: 'C:\tools\cygwin\bin;C:\tools\cygwin\lib\lapack'
       - name: Verify that bash is Cygwin bash
         run: |
           command bash