Thanks for the debugging.
That dependency is not intended.
To proceed with the current CasADi release, you can find the missing library if you install conda:
conda install -y -c conda-forge c-compiler==1.0.4 cxx-compiler==1.0.4 fortran-compiler==1.0.4
The correct action here is probably to make sure that qpoases links to a blas/lapack version that we are allowed to ship..
Best regards,
Joris