Describe the bug
C# Application crashes without exception when setting SessionOptions.IntraOpNumThreads. This does not happen when building from source.

Urgency
High. This used to work back in 1.2.0

System information

• Windows 10 1803
• ONNX Runtime installed from (source or binary): nuget package
• ONNX Runtime version: 1.3.0
• Python version: 3.7.8
• Visual Studio version (if applicable): 16.7 Preview 1.0
• GCC/Compiler version (if compiling from source): Msbuild 16.7.0.22806
• CUDA/cuDNN version: N/A
• GPU model and memory: Intel HD Graphics

To Reproduce

• Initialize InferenceSession object
• Set IntraOpNumThreads to 1
• Application crashes

Expected behavior
Application should not crash and create the InferenceSession object.

Additional context
This happens even when you don't have an ONNX model. See repro steps for procedure.