Document that cprofile/profile only profile the main thread

GitHub fields:

assignee = None
closed_at = None
created_at = <Date 2019-10-27.18:18:43.156>
labels = ['3.8', 'type-feature', '3.7', '3.9', 'docs']
title = 'Document that cprofile/profile only profile the main thread'
updated_at = <Date 2019-10-27.18:18:43.156>
user = 'https://github.com/ben-spiller'

bugs.python.org fields:

activity = <Date 2019-10-27.18:18:43.156>
actor = 'benspiller'
assignee = 'docs@python'
closed = False
closed_date = None
closer = None
components = ['Documentation']
creation = <Date 2019-10-27.18:18:43.156>
creator = 'benspiller'
dependencies = []
files = []
hgrepos = []
issue_num = 38607
keywords = []
message_count = 1.0
messages = ['355492']
nosy_count = 2.0
nosy_names = ['docs@python', 'benspiller']
pr_nums = []
priority = 'normal'
resolution = None
stage = None
status = 'open'
superseder = None
type = 'enhancement'
url = 'https://bugs.python.org/issue38607'
versions = ['Python 3.7', 'Python 3.8', 'Python 3.9']