gh-129846: docs(warnings): clarify suppression of warning output in catch_warnings

Doc/library/warnings.rst

@@ -600,9 +600,10 @@ Available Context Managers
     A context manager that copies and, upon exit, restores the warnings filter
     and the :func:`showwarning` function.
     If the *record* argument is :const:`False` (the default) the context manager
-    returns :class:`None` on entry. If *record* is :const:`True`, a list is
-    returned that is progressively populated with objects as seen by a custom
-    :func:`showwarning` function (which also suppresses output to ``sys.stdout``).
+    returns :class:`None` on entry. If *record* is :const:`True`, the default
+    warning stream is intercepted and a list is returned that is progressively
+    populated with objects as seen by a custom
+    :func:`showwarning` function (which also suppresses output to ``sys.stderr`` and other streams).
     Each object in the list has attributes with the same names as the arguments to
     :func:`showwarning`.