Docs: Add a note about client_setname and client_name difference

[psrok1]

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Description of change

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Added note in documentation on client_setname command. It applies only to the current connection and in some cases client_name argument should be used instead.

closes #2245

[codecov-commenter]

Codecov Report

Merging #2247 (3f32b74) into master (6da8086) will not change coverage.
The diff coverage is n/a.

@@           Coverage Diff           @@
##           master    #2247   +/-   ##
=======================================
  Coverage   91.85%   91.85%           
=======================================
  Files         108      108           
  Lines       27776    27776           
=======================================
  Hits        25515    25515           
  Misses       2261     2261           

Impacted Files	Coverage Δ
redis/commands/core.py	82.11% <ø> (ø)
tests/test_cluster.py	96.95% <0.00%> (-0.12%)	⬇️
tests/conftest.py	87.25% <0.00%> (+0.79%)	⬆️

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