We only need to install it on CI because the python on CI doesnt come
from brew. Normal brewfile based installation will install openssl as a
dependency of python
Pillow wheel currently not available for python 3.9. So tries to install
from source and fails on missing zlib. So install zlib in brew and make
it available via PKG_CONFIG_PATH. Apparently, this wont be necessary
after Pillow 8, but who knows.
There was a warning when the CI executed the "macOS Brew" job:
```
DEPRECATION: Python 2.7 will reach the end of its life on January 1st, 2020. Please upgrade your Python as Python 2.7 won't be maintained after that date. A future version of pip will drop support for Python 2.7. More details about Python 2 support in pip, can be found at https://pip.pypa.io/en/latest/development/release-process/#python-2-support
```
To fix this, use pip3 instead of pip.