Attempting to build Python on macOS following [the instructions](https://devguide.python.org/setup/#macos-and-os-x) (for Homebrew).

xz is installed:

```
$ brew --prefix xz                                                                                                            
/Users/jaraco/.local/homebrew/opt/xz
```

Yet, after running `./configure`, which makes no mention of "xz" or "lzma", "make" fails with:

```
gcc -Wno-unused-result -Wsign-compare -Wunreachable-code -DNDEBUG -g -fwrapv -O3 -Wall -std=c99 -Wextra -Wno-unused-result -Wno-unused-parameter -Wno-missing-field-initializers -Wstrict-prototypes -Werror=implicit-function-declaration -fvisibility=hidden -I./Include/internal -I./Include -I. -I/Users/jaraco/code/public/cpython/Include -I/Users/jaraco/code/public/cpython -c /Users/jaraco/code/public/cpython/Modules/_lzmamodule.c -o build/temp.macosx-10.15-x86_64-3.9/Users/jaraco/code/public/cpython/Modules/_lzmamodule.o
/Users/jaraco/code/public/cpython/Modules/_lzmamodule.c:16:10: fatal error: 'lzma.h' file not found
#include <lzma.h>
         ^~~~~~~~
1 error generated.
```

Yet the file is there: 

```
$ ls ~/.local/homebrew/opt/xz/include                                                                                         
lzma   lzma.h
```

What's missing from the instructions that I should be doing?