Pillow wheel currently not available for python 3.9. So tries to install
from source and fails on missing zlib. So install zlib in brew and make
it available via PKG_CONFIG_PATH. Apparently, this wont be necessary
after Pillow 8, but who knows.
There was a warning when the CI executed the "macOS Brew" job:
```
DEPRECATION: Python 2.7 will reach the end of its life on January 1st, 2020. Please upgrade your Python as Python 2.7 won't be maintained after that date. A future version of pip will drop support for Python 2.7. More details about Python 2 support in pip, can be found at https://pip.pypa.io/en/latest/development/release-process/#python-2-support
```
To fix this, use pip3 instead of pip.