[doc][train] Fix ray.train.report docstring to clarify that it is not a barrier

[justinvyu]

Why are these changes needed?

ray.train.report gets called by all distributed training workers, but does not actually act as a synchronous barrier for the workers. Ray Train workers continue their training execution immediately after finishing ray.train.report.

Here's what happens:

• The training coordinator waits on all futures to resolve, so it will be blocked if ones of the workers is a straggler.
• The workers themselves will just put their results on a queue -- once it's on the queue, it will resolve one of the coordinator's futures.
• The workers continue onto the next batch/epoch immediately. (The workers will typically run into another barrier via an all-reduce at some point.)

Users should add a barrier themselves if they need workers to be synchronized at the beginning or end of a report. See our lightning integration utility for one example: #40875

Related issue number

Checks

• I've signed off every commit(by using the -s flag, i.e., git commit -s) in this PR.
• I've run scripts/format.sh to lint the changes in this PR.
• I've included any doc changes needed for https://docs.ray.io/en/master/.
  • I've added any new APIs to the API Reference. For example, if I added a
    method in Tune, I've added it in doc/source/tune/api/ under the
    corresponding .rst file.
• I've made sure the tests are passing. Note that there might be a few flaky tests, see the recent failures at https://flakey-tests.ray.io/
• Testing Strategy
  • Unit tests
  • Release tests
  • This PR is not tested :(