Then GOARCH=arm
is needed.
I also think that you have passed the wrong sysroot as argument, host instead of target. It should be something like this:
make CGO_CFLAGS="--sysroot=$SDKTARGETSYSROOT -I${LIBLZMA_INSTALL_PATH}/include" CGO_LDFLAGS="--sysroot=$SDKTARGETSYSROOT -L${LIBLZMA_INSTALL_PATH}/lib" CGO_ENABLED=1 GOOS=linux GOARCH=arm