minor #19449 [Messenger] Clarify UnrecoverableMessageHandlingException message going to failure transport (stefandoorn)

This PR was squashed before being merged into the 7.0 branch.

Discussion
----------

[Messenger] Clarify UnrecoverableMessageHandlingException message going to failure transport

Related to this issue / question: symfony/symfony#53561

Commits
-------

617249b [Messenger] Clarify UnrecoverableMessageHandlingException message going to failure transport

Author: javiereguiluz

messenger.rst

@@ -1044,6 +1044,12 @@ and should not be retried. If you throw
 :class:`Symfony\\Component\\Messenger\\Exception\\UnrecoverableMessageHandlingException`,
 the message will not be retried.
 
+.. note::
+
+    Messages that will not be retried, will still show up in the configured failure transport.
+    If you want to avoid that, consider handling the error yourself and let the handler
+    successfully end.
+
 Forcing Retrying
 ~~~~~~~~~~~~~~~~