Fix native onnxruntime library not loading in Azure App Service (#16286)
### Description
<!-- Describe your changes. -->
SetThreadDescription isn't available in an Azure App Service sandbox.
#15219 removed a check that it was available, making it a hard
dependency. When it's not available the dll load fails with a 'procedure
not found' error.
Add back the check.
### Motivation and Context
<!-- - Why is this change required? What problem does it solve?
- If it fixes an open issue, please link to the issue here. -->
#15375 - although note this has nothing to do with the original issue.
This is just for
https://github.com/microsoft/onnxruntime/issues/15375#issuecomment-1579464889