[Docs] Clarify programmatic usage with ESM support

[rguldener]

Add clarification that ESM is not supported in programmatic usage due to a limitation on node's side. See this discussion: https://github.com/TypeStrong/ts-node/discussions/1798

Because I just lost a good hour getting this to work before I found the discussion I added a change to the docs here to make this clearer.

Hope this is helpful, if it needs changes let me know.