It may be that you have a dependency of this specific test (or the test
itself) that has the following stanza in its Cabal file:
"extra-libraries: gmp"

Thanks, makes sense. Any shortcuts to try and find which package has gmp enabled?

You may grep for "gmp" in your "package.conf.d". A usual suspect is "bitvec" which has a "libmp" flag that you can disable.

Interestingly this problem doesn't happen with ghc-8.6.5. Does build order decide on if this issue is triggered or not?

I don't think so. My guess would be that using 8.6.5 changes the build plan (e.g. earlier versions of "bitvec" didn't explicitly link with gmp).

Cheers,
Sylvain