Slight update to dask-expr warning

[jrbourbeau]

This PR is a small follow-up to #10912 that:

• Fully spells out the config setting. Importantly, it needs to happen before dask.dataframe is imported.
• Point to the issue tracker as a place to give feedback (I think that's the main point of issuing this warning in the first place)
• Has some minor wording changes

cc @phofl @fjetter

[github-actions]

Unit Test Results

See test report for an extended history of previous test failures. This is useful for diagnosing flaky tests.

     15 files  ±0       15 suites  ±0   3h 18m 47s ⏱️ - 1m 35s
 12 988 tests ±0   12 059 ✅ +1     929 💤 ±0  0 ❌  - 1 
160 507 runs  ±0  144 031 ✅  - 3  16 476 💤 +4  0 ❌  - 1 

Results for commit d6c9877. ± Comparison against base commit 3e775b4.