[Performance] Fix Cython not being imported after switching to RTLD_LOCAL (#2608)

* fix

* ?
Co-authored-by: Jinjing Zhou <VoVAllen@users.noreply.github.com>

python/setup.py

@@ -90,12 +90,8 @@ def config_cython():
             subdir = "_cy2"
         ret = []
         path = "dgl/_ffi/_cython"
-        if os.name == 'nt':
-            library_dirs = ['dgl', '../build/Release', '../build']
-            libraries = ['libtvm']
-        else:
-            library_dirs = None
-            libraries = None
+        library_dirs = ['dgl', '../build/Release', '../build']
+        libraries = ['dgl']
         for fn in os.listdir(path):
             if not fn.endswith(".pyx"):
                 continue