So I've thought about this more and I think the path of least insanity is to tell people to install a package manager and then openssl in the install script.
I'm not exactly happy about this solution. Another option would be to have the install script install homebrew into a user-writable prefix, install openssl there, and then ignore the fact that we've installed homebrew on people's computers :(
Yet another option would be to move the install script to distributing a miniconda-based environment rather than building everything from source.
Any thoughts about these options?