Yes, I observed this as well with torch 1.9.1.
Running print(torch.__config__.parallel_info()) seems to indicate that MKL is enabled.
ATen/Parallel:
        at::get_num_threads() : 4
        at::get_num_interop_threads() : 4
OpenMP 201511 (a.k.a. OpenMP 4.5)
        omp_get_max_threads() : 4
Intel(R) Math Kernel Library Version 2020.0.0 Product Build 20191122 for Intel(R) 64 architecture applications
        mkl_get_max_threads() : 4
Intel(R) MKL-DNN v2.1.2 (Git Hash 98be7e8afa711dc9b66c8ff3504129cb82013cdb)
std::thread::hardware_concurrency() : 8
Environment variables:
        OMP_NUM_THREADS : [not set]
        MKL_NUM_THREADS : [not set]
ATen parallel backend: OpenMP

However, if I run ldd libtorch_python.so | grep "libmkl*", I get no matches.