[FX][docs] Add note about python set pitfall (#61597)
Summary: Pull Request resolved: https://github.com/pytorch/pytorch/pull/61597
Test Plan: Imported from OSS
Reviewed By: Chillee
Differential Revision: D29685735
Pulled By: jamesr66a
fbshipit-source-id: b5c5b53ff94fac1022f69b7c0ad4e4055b116029
