Add warning message to controller docs about automatic SDL_GameControllerClose call on drop #522

Job	Run time
build vcpkg (macos-latest)	3m 43s
build bundled (macos-latest)	2m 37s
build vcpkg (ubuntu-latest)	6m 44s
build linux pkg-config	1m 34s
build bundled (ubuntu-latest)	2m 5s
build vcpkg (windows-latest)	8m 30s
build bundled (windows-latest)	5m 12s
build bundled (--release, macos-latest)	2m 8s
build bundled (--release, ubuntu-latest)	2m 14s
build bundled (--release, windows-latest)	7m 7s
build bundled (static-link, macos-latest)	3m 2s
build bundled (static-link, ubuntu-latest)	2m 6s
build bundled (static-link, windows-latest)	4m 42s
build bundled (static-link, --release, macos-latest)	3m 2s
build bundled (static-link, --release, ubuntu-latest)	2m 19s
build bundled (static-link, --release, windows-latest)	4m 48s
	1h 1m 53s

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