Add comment for using cout instead of the logger

onnxruntime/core/session/abi_session_options.cc

@@ -144,6 +144,9 @@ ORT_API_STATUS_IMPL(OrtApis::SetIntraOpNumThreads, _Inout_ OrtSessionOptions* op
 #ifdef _OPENMP
   ORT_UNUSED_PARAMETER(options);
   ORT_UNUSED_PARAMETER(intra_op_num_threads);
+  // Can't use the default logger here since it's possible that the default logger has not been created
+  // at this point. The default logger gets created when the env is created and these APIs don't require
+  // the env to be created first.
   std::cout << "WARNING: Since openmp is enabled in this build, this API cannot be used to configure"
                " intra op num threads. Please use the openmp environment variables to control"
                " the number of threads.\n";