Warn about MKL being single threaded on Mac

[KristofferC]

After https://github.com/JuliaLinearAlgebra/MKL.jl/pull/99 MKL runs single-threaded on mac which is very bad for performance. This will catch a lot of people off guard unless there is some screaming done by the package on load time that this is happening and saying how to re-enable it to how things used to be.

Personally, I still think this is not a good idea. The problem is with upstream and we should in my opinion not patch over it by wrecking performance.