adds warning to syclinterface_diagnostics

Author: ndgrigorian

dpctl/_diagnostics.pyx

@@ -61,6 +61,10 @@ def _shutdown_logger():
 def syclinterface_diagnostics(verbosity="warning", log_dir=None):
     """Context manager that activate verbosity of DPCTLSyclInterface
     function calls.
+
+    .. warning::
+        This context manager modifies the ``DPCTL_VERBOSITY`` environment
+        variable and should only be used from a single thread.
     """
     _allowed_verbosity = ["warning", "error"]
     if verbosity not in _allowed_verbosity: