Document that wxThread::SetPriority() is broken under Unix

The code setting thread priority doesn't work without changing the
scheduling policy as thread priorities are simply ignored when using the
default SCHED_OTHER (at least under Linux and NetBSD, but probably other
systems too).

See #18195.

interface/wx/thread.h

@@ -1248,6 +1248,9 @@ public:
         be only set after creating the thread with CreateThread(). But under
         all platforms this method can be called either before launching the
         thread using Run() or after doing it.
+
+        Please note that currently this function is not implemented when using
+        the default (@c SCHED_OTHER) scheduling policy under POSIX systems.
     */
     void SetPriority(unsigned int priority);