MAINT document the purpose of SKLEARN_ENABLE_DEBUG_CYTHON_DIRECTIVES …

…in CI config (#27619)

azure-pipelines.yml

@@ -234,6 +234,10 @@ jobs:
       py38_conda_defaults_openblas:
         DISTRIB: 'conda'
         LOCK_FILE: './build_tools/azure/py38_conda_defaults_openblas_linux-64_conda.lock'
+        # Enable debug Cython directives to capture IndexError exceptions in
+        # combination with the -Werror::pytest.PytestUnraisableExceptionWarning
+        # flag for pytest.
+        # https://github.com/scikit-learn/scikit-learn/pull/24438
         SKLEARN_ENABLE_DEBUG_CYTHON_DIRECTIVES: '1'
         SKLEARN_RUN_FLOAT32_TESTS: '1'
         SKLEARN_TESTS_GLOBAL_RANDOM_SEED: '2'  # non-default seed
@@ -316,5 +320,9 @@ jobs:
         # code should have windows-specific code branches, it should be enable
         # to restrict the code coverage collection to the non-windows runners.
         COVERAGE: 'false'
+        # Enable debug Cython directives to capture IndexError exceptions in
+        # combination with the -Werror::pytest.PytestUnraisableExceptionWarning
+        # flag for pytest.
+        # https://github.com/scikit-learn/scikit-learn/pull/24438
         SKLEARN_ENABLE_DEBUG_CYTHON_DIRECTIVES: '1'
         SKLEARN_TESTS_GLOBAL_RANDOM_SEED: '7'  # non-default seed