Revert abb00753 "build: reduce CMake handling for zlib" (PR44780)

and follow-ups:
a2ca1c2d "build: disable zlib by default on Windows"
2181bf40 "[CMake] Link against ZLIB::ZLIB"
1079c68a "Attempt to fix ZLIB CMake logic on Windows"

This changed the output of llvm-config --system-libs, and more
importantly it broke stand-alone builds. Instead of piling on more fix
attempts, let's revert this to reduce the risk of more breakages.

(cherry picked from commit 916be8fd)