Sadly even the .map file doesn't reference any of the flavours of mkl_p4 (mkl_p4.dll, mkl_p4m.dll etc.), which are delay-loaded during a calculation but with different files chosen on different systems, it seems.
Yes, it is correct. The utility does a static analysis of an executable or a DLL. It doesn't do a runtime analysis
and doesn't show any dependencies related to loading some DLLs with 'LoadLibrary' or 'LoadLibraryEx'
Win32 API functions.