[Console] Adding a deprecation note about DialogHelper

| Q             | A
| ------------- | ---
| Bug fix?      | yes
| New feature?  | no
| BC breaks?    | no
| Deprecations? | yes
| Tests pass?   | yes
| Fixed tickets | #12704
| License       | MIT
| Doc PR        | -


The stack trace is more precise when done in the constructor (I think).