TraceEvent - CaptureState API does not seem to work when using keywords that have not already been enabled in the session

[ivberg]

TraceEvent - CaptureState API does not seem to work when using keywords that have not already been enabled in the session.

Repro:

1. Enable a provider with keywords

public const long MICROSOFT_KEYWORD_MEASURES = 0x0000400000000000;
public static readonly Guid Microsoft_ML_ONNXRuntime_Provider = new Guid("3a26b1ff-7484-7484-7484-15261f42614d"); // Microsoft.ML.ONNXRuntime
session.EnableProvider(Microsoft_ML_ONNXRuntime_Provider, TraceEventLevel.Verbose, MICROSOFT_KEYWORD_MEASURES);

2. Call CaptureState with a different set of keywords

const ulong ORTTraceLoggingKeyword_Session = 0x1;
session.CaptureState(Microsoft_ML_ONNXRuntime_Provider, ORTTraceLoggingKeyword_Session);

3. CaptureState will appear to succeed but the CaptureState events are not triggered. It appears that the session needs to have the keyword set before

This does not seem to be a limitation of say xperf, which will trigger the captureState regardless using the same settings of CaptureState()
xperf -capturestate SessionName 3a26b1ff-7484-7484-7484-15261f42614d:1:5

Workaround: In EnableProvider() set the same keywords as CaptureState()
Suggested fix: Query the session and provider first and merge & enable the keywords required for CaptureState() prior to calling ETW EnableTraceEx2()