Fix regression with empty quote

[xkszltl]

Empty double quote "" is passed to find_package(Thread), causing a test command gcc ... "" ... failed while trying to compile a source file with empty name.

[user@******** /]# gcc ""
gcc: error: : No such file or directory
gcc: fatal error: no input files
compilation terminated.

This fixed the "Thread not found" issue in #1469

[xkszltl]

/azp run

[azure-pipelines]

Commenter does not have sufficient privileges for PR 1508 in repo microsoft/onnxruntime

[xkszltl]

@jywu-msft Please help reviewing, thanks!

[xkszltl]

It's really interesting to see this issue is not triggered in CI but applies locally for me.
The code path for error is ort->mkldnn->gtest->cmake(thread).
FYI I'm using cmake 3.15.0, and the latest release of gtest is also build and installed by us instead of the upstream version in distro.

[xkszltl]

Besides, may I ask for permission to trigger CI?

[jywu-mysoft]

/azp run

[azure-pipelines]

Azure Pipelines successfully started running 22 pipeline(s).

[xkszltl]

CI failure in "Python Download" stage, unrelated.

[xkszltl]

/azp run

[azure-pipelines]

Commenter does not have sufficient privileges for PR 1508 in repo microsoft/onnxruntime

[xkszltl]

Any thoughts about this error in Android build?

-- Using toolchain file: /android-ndk/build/cmake/android.toolchain.cmake.
-- Found PythonInterp: /usr/bin/python (found version "2.7.12") 
CMake Error: The following variables are used in this project, but they are set to NOTFOUND.
Please set them or make sure they are set and tested correctly in the CMake files:
neural-networks-lib
    linked by target "dnnlibrary" in directory /onnxruntime_src/cmake/external/DNNLibrary/dnnlibrary

-- Configuring incomplete, errors occurred!

[jywu-mysoft]

Unrelated. Android CI has been broken for awhile. (Will be fixed later) It's not a required pipeline so it won't block merge of this PR