Improve docs for load_macros_from_path

[barrywhart]

Brief summary of the change made

Fixes #2740. (It wasn't actually a bug, but it did seem that the documentation could be better.)

Are there any other side effects of this change that we should be aware of?

Pull Request checklist

• Please confirm you have completed any of the necessary steps below.

• Included test cases to demonstrate any code changes, which may be one or more of the following:

  • .yml rule test cases in test/fixtures/rules/std_rule_cases.
  • .sql/.yml parser test cases in test/fixtures/dialects (note YML files can be auto generated with tox -e generate-fixture-yml).
  • Full autofix test cases in test/fixtures/linter/autofix.
  • Other.

• Added appropriate documentation for the change.

• Created GitHub issues for any relevant followup/future enhancements if appropriate.

[codecov]

Codecov Report

Merging #2743 (b0ca73e) into main (8e37b09) will not change coverage.
The diff coverage is n/a.

@@            Coverage Diff            @@
##              main     #2743   +/-   ##
=========================================
  Coverage   100.00%   100.00%           
=========================================
  Files          163       163           
  Lines        12109     12109           
=========================================
  Hits         12109     12109           

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