[8.12] [Enhancement][ESS] Add a note in Manage detection alerts -> Edit drop-down filter controls (backport #5003)

[mergify]

Contributes to #4938

Preview: Manage detection alerts | Edit drop-down filter controls

Twin Serverless PR: https://github.com/elastic/staging-serverless-security-docs/pull/312

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This is an automatic backport of pull request #5003 done by Mergify.

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