Adds more to parallel caveats

[skrawcz]

So that people are aware of common questions and pitfalls.

Changes

• docs on parallel

How I tested this

• locally

Notes

• motivated by Parallelizable cannot aggregate or return multiple Collects #742

Checklist

• PR has an informative and human-readable title (this will be pulled into the release notes)
• Changes are limited to a single goal (no scope creep)
• Code passed the pre-commit check & code is left cleaner/nicer than when first encountered.
• Any change in functionality is tested
• New functions are documented (with a description, list of inputs, and expected output)
• Placeholder code is flagged / future TODOs are captured in comments
• Project documentation has been updated if adding/changing functionality.

[ellipsis-dev]

Skipped PR review on f841c35 because no changed files had a supported extension. If you think this was in error, please contact us and we'll fix it right away.

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