Improve position of MKL.jl mention in build documentation (#38923)

* Improve position of MKL.jl mention

* Clarify that SuiteSparse will not use MKL if going down the MKL.jl path

Co-authored-by: Viral B. Shah <ViralBShah@users.noreply.github.com>

Author: carstenbauer

doc/build/build.md

@@ -252,6 +252,8 @@ As a high-performance numerical language, Julia should be linked to a multi-thre
 
 ### Intel MKL
 
+**Note:** If you are building Julia for the sole purpose of incorporating Intel MKL, it may be beneficial to first try [MKL.jl](https://github.com/JuliaComputing/MKL.jl). This package will automatically download MKL and rebuild Julia's system image against it, sidestepping the need to set up a working build environment just to add MKL functionality. MKL.jl replaces OpenBLAS with MKL for dense linear algebra functions called directly from Julia, but SuiteSparse and other C/Fortran libraries will continue to use the BLAS they were linked against at build time. If you want SuiteSparse to use MKL, you will need to build from source.
+
 For a 64-bit architecture, the environment should be set up as follows:
 ```sh
 # bash
@@ -263,8 +265,6 @@ Add the following to the `Make.user` file:
 
 It is highly recommended to start with a fresh clone of the Julia repository.
 
-If you are building Julia for the sole purpose of incorporating Intel MKL, it may be beneficial to first try [MKL.jl](https://github.com/JuliaComputing/MKL.jl). This package will automatically download MKL and rebuild Julia's system image against it, sidestepping the need to set up a working build environment just to add MKL functionality.
-
 ## Source distributions of releases
 
 Each pre-release and release of Julia has a "full" source distribution and a "light" source