[backport#16404] doc: Add note regarding ZMQ block notification

Summary:
https://github.com/bitcoin/bitcoin/pull/16404/commits/6bc1ff915dd495f05985d3402a34dbfc3b6a08b4

Partial backport of Core PR16404

Test Plan:

read it

Reviewers: #bitcoin_abc, deadalnix

Reviewed By: #bitcoin_abc, deadalnix

Differential Revision: https://reviews.bitcoinabc.org/D7342