[CMAKE] Fix the build with ZMQ disabled

Summary:
ZMQ is conditionally linked to the server library, so executables
linking against server will get ZMQ as needed.

The wallet library unconditionally links against zmq since D5840, which
can cause the build to fail if ZMQ is disabled and the linker cannot
solve the -lzmq flag.

Add a CI build configuration to catch the issue.

Test Plan:

cmake -GNinja .. -DBUILD_BITCOIN_ZMQ=OFF
ninja all check check-functional

Run the build-without-zmq CI build.

Reviewers: #bitcoin_abc, deadalnix

Reviewed By: #bitcoin_abc, deadalnix

Differential Revision: https://reviews.bitcoinabc.org/D5872