Update setprecision docstring and add NEWS entry for thread-safe behavior

[arnavk23]

This pull request addresses documentation gaps related to the recent change in the setprecision function, which now uses ScopedValue to ensure thread safety.

Updated setprecision docstring in base/mpfr.jl to include information about the use of ScopedValue and the resulting thread-safe behavior.

Added a corresponding entry in NEWS.md to notify users of this improvement and its impact on multi-threaded usage.

These changes improve clarity for users regarding the function's behavior, especially in multi-threaded environments.

Closes #58456

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[nsajko]

I think you changed the wrong doc string. The ScopedValue change only applies to the method taking a callable as the first argument.

[DilumAluthge]

@giordano, since you're reviewing this PR, I'll assign it to you, but let me know if you want me to find a different reviewer instead.

[JeffBezanson]

Despite the changes this is still simply not correct.