gh-124703: Add documentation and whatsnew entry for pdb exit change

[gaogaotiantian]

I feel like this is something we should mention in whatsnew for 3.14 because it is a behavioral change and we don't want to surprise users (or at least have an explanation after we surprise them). Also the documetation for pdb should be updated. I did not mention EOF and <Enter> in the prompt because it's too cumbersome, but the documentation seems like the place to mention it.

• Issue: Do not raise an Exception when exiting pdb #124703

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📚 Documentation preview 📚: https://cpython-previews--129818.org.readthedocs.build/

[iritkatriel]

There are a couple of warnings. I don't know what they are about.

[gaogaotiantian]

Yeah I'm still not super familiar with rst, but obviously I should do an "absolute" ref instead of a "relative" one :)

[StanFromIreland]

Looks good to me