Clean up OSQP_EIGEN_OSQP_TARGET_TO_LINK handling

[traversaro]

Removed unnecessary setting of OSQP_EIGEN_OSQP_TARGET_TO_LINK in parent scope, removing the warning:

CMake Warning (dev) at cmake/OsqpEigenDependencies.cmake:37 (set):
  Cannot set "OSQP_EIGEN_OSQP_TARGET_TO_LINK": current scope has no parent.

[traversaro]

The Windows failure is unrelated.