Fix MKL status check wrong to MKLDNN. (pytorch#139049)

Fix check MKL status wrong to MKLDNN.

Pull Request resolved: pytorch#139049
Approved by: https://github.com/ezyang, https://github.com/malfet

Author: xuhancn

aten/src/ATen/native/mkl/MklAllocationHelper.cpp

@@ -1,6 +1,6 @@
 #include <ATen/Config.h>
 
-#if AT_MKLDNN_ENABLED()
+#if AT_MKL_ENABLED()
 #ifdef USE_MIMALLOC_ON_MKL
 #include <c10/core/impl/alloc_cpu.h>
 #include <mkl.h>