Add callout for cookie not being supported yet

Author: derrickmehaffy

docusaurus/docs/dev-docs/configurations/sso.md

@@ -32,6 +32,10 @@ Single Sign-On on Strapi allows you to configure additional sign-in and sign-up
 It is currently not possible to associate a unique SSO provider to an email address used for a Strapi account, meaning that the access to a Strapi account cannot be restricted to only one SSO provider. For more information and workarounds to solve this issue, [please refer to the dedicated GitHub issue](https://github.com/strapi/strapi/issues/9466#issuecomment-783587648).
 :::
 
+:::warning
+The SSO feature does not currently support cookie authentication, this is something that will be added in a future release but no ETA is available at this time.
+:::
+
 ## Accessing the SSO configuration
 
 The SSO configuration lives in the server configuration of the application, found at `./config/admin.js` or `./config/admin.ts`.