When cross compiling, bgfx.cmake seems to look for host OpenGL

[bwrsandman]

Related to the hotfix in openblack/openblack#648, we have to install System Host dependencies for at least Linux. It affects x86 and arm. Android is excluded from finding OpenGL.

The check is here

bgfx.cmake/cmake/bgfx/bgfx.cmake

Line 184 in 4ceffda

find_package(OpenGL REQUIRED)

On vcpkg there might even be a way to find non-system versions of these libraries.