[cmake] Make sure FindZeroMQ.cmake set the right variables

Summary: This ensure that parameters like REQUIRED are handled as expected.

Test Plan:
Delete libzmq from my system

cmake -GNinja ..

Make sure we get the error

Could NOT find ZeroMQ (missing: ZMQ_INCLUDE_DIR ZMQ_LIBRARY)

Reviewers: #bitcoin_abc, schancel

Reviewed By: #bitcoin_abc, schancel

Subscribers: teamcity

Differential Revision: https://reviews.bitcoinabc.org/D1335