DOC: Clarify Artist.set() behavior

[timhoffm]

Document what we have learned from #30957 and #30979.

[rcomer]

I am never really sure if I should wait for CI before merging this type of change.

[lumberbot-app]

Owee, I'm MrMeeseeks, Look at me.

There seem to be a conflict, please backport manually. Here are approximate instructions:

1. Checkout backport branch and update it.

git checkout v3.10.x
git pull

2. Cherry pick the first parent branch of the this PR on top of the older branch:

git cherry-pick -x -m1 42e142d66d144b52008dd8d63b80bec24923f3ad

3. You will likely have some merge/cherry-pick conflict here, fix them and commit:

git commit -am 'Backport PR #31057: DOC: Clarify Artist.set() behavior'

4. Push to a named branch:

git push YOURFORK v3.10.x:auto-backport-of-pr-31057-on-v3.10.x

5. Create a PR against branch v3.10.x, I would have named this PR:

"Backport PR #31057 on branch v3.10.x (DOC: Clarify Artist.set() behavior)"

And apply the correct labels and milestones.

Congratulations — you did some good work! Hopefully your backport PR will be tested by the continuous integration and merged soon!

Remember to remove the Still Needs Manual Backport label once the PR gets merged.

If these instructions are inaccurate, feel free to suggest an improvement.

[rcomer]

Since v3.11 is imminent, I think we can live without the backport.