I don't necesserly mean other threads executing the same function.  Other threads can reach inside the theano function object and play with the output_storage values.

But we could always just leave it at "don't do that or you might get crashes".  Also, the way I see it we don't know exactly how the code will evolve in the future so it is a kind of future-proofing.  If you prefer that we do this later if we ever need it, then ok.