add AppPwds caveat to external connections set up steps in README.md

[jeffpaul]

Description of the Change

This PR adds a note to the External Connections set up steps to be more clear about WHY we recommend the use of Application Passwords.

Alternate Designs

Keep as-is so docs are shorter?

Benefits

Ensures we're clear on the reasons we recommend using the App Pwds plugin.

Possible Drawbacks

Longer set up docs means some folks just won't read it entirely?

Verification Process

Manually verified via the GitHub web UI.

Checklist:

• I have read the CONTRIBUTING document.
• My code follows the code style of this project.
• My change requires a change to the documentation.
• I have updated the documentation accordingly.
• I have added tests to cover my change.
• All new and existing tests passed.

Applicable Issues

n/a

Changelog Entry

### Added
- Clarification on Application Passwords usage within External Connections setup (props @petenelson)

[dinhtungdu]

LGTM 👍