As per discussion on Reddit,
it seems a workaround for the Intel MKL's notorious SIMD throttling of AMD Zen CPUs is as simple a setting MKL_DEBUG_CPU_TYPE=5
environment variable.
All three scripts are executed in the same Python 3.7 environment on a first-gen AMD Zen CPU (1950x).
The difference will be even bigger on newer models as first-gen Zen resolves 256-bit AVX2 in two 128-bit instructions.