If OpenSSL had just written a malloc(3) implementation that sat in a separate shared-object--the way that, for example, jemalloc does--then switching it out would be a simple and obvious linker argument. Any developer who had used a project that relies on an alternate malloc (e.g. redis) would know that "test while linked against system malloc" is a crucial step.
Instead, you have to learn that there's a specific OpenSSL debugging flag that disables the "caching behavior" of the malloc wrapper, causing it to become a passthrough to regular malloc. None of the tests use this flag.