Performance wise, it shouldn’t really matter for all of the fast paths. Slow paths where this could matter includes parsing/dispatch/allocation/GC/codegen though if any of these takes significant time in your application, gcc vs icc would likely be the last thing you need to worry about.
I remember something about ifort/mkl abi compatibility issue but I have 0 idea what those are but it shouldn’t be a fundamental issue if it’s an issue at all. People that have actually build julia with MKL should know much better…