[BUG] NEIGHBORS_ALL_NEIGHBORS_TEST build ignores --no-mg (NVIDIA#1230)

The following error occurs when building the unit tests on a machine where NCCL is not installed, even though the `--no-mg` option is specified.
```
CMake Error at tests/CMakeLists.txt:47 (target_link_libraries):
  Target "NEIGHBORS_ALL_NEIGHBORS_TEST" links to:

    NCCL::NCCL

  but the target was not found.  Possible reasons include:

    * There is a typo in the target name.
    * A find_package call is missing for an IMPORTED target.
    * An ALIAS target is missing.

Call Stack (most recent call first):
  tests/CMakeLists.txt:213 (ConfigureTest)
```

This is because `NCCL::NCCL` is specified in tests/CmakeLists.txt
https://github.com/rapidsai/cuvs/blob/afc24ee8302a57a5c7192a38fc2d74a1a47aa95f/cpp/tests/CMakeLists.txt#L213-L216

I could build the unit tests without the NCCL dependency. Is this dependency really necessary even when the `--no-mg` option is specified?
This PR modifies the CMakeLists.txt file so that the NCCL dependency is set only when the `--no-mg` option is not specified.

Rel: NVIDIA#785 vis: @jinsolp

Authors:
  - tsuki (https://github.com/enp1s0)

Approvers:
  - Corey J. Nolet (https://github.com/cjnolet)
  - Robert Maynard (https://github.com/robertmaynard)

URL: NVIDIA#1230

Author: enp1s0

cpp/tests/CMakeLists.txt

@@ -222,7 +222,6 @@ if(BUILD_TESTS)
 
   ConfigureTest(
     NAME NEIGHBORS_ALL_NEIGHBORS_TEST PATH neighbors/all_neighbors/test_float.cu GPUS 1 PERCENT 100
-    ADDITIONAL_DEP NCCL::NCCL
   )
 
   ConfigureTest(