A feature request, Anaconda partners with Intel and includes MKL default. Could you do same for Julia and add MKL default at least in version 1.0 so no manual work needed?
If you have a specific operation where MKL is noticeably faster than OpenBLAS, report it. OpenBLAS can always be improved if they have specific workloads to target.
By the way, Julia partners with Intel as well, but on things like adding multithreading support to the language, and developing auto-parallelizing compilers (https://github.com/IntelLabs/ParallelAccelerator.jl). Improved support for building Julia with MKL and Intel's C and Fortran compilers is something that Intel would probably like to collaborate with us on as well, but not much has happened there officially yet (these are different groups within Intel).