docs: elaborate on setHeaders in SSR

[hyunbinseo]

Follow-up for:

• docs: use server load function in the setHeaders example #12473
• docs: use server load fn in setHeaders example #12474

Explicitly commented that:

1. the setHeaders function only has effect on the server
2. the HTML response will have the response headers set

Assumption:

• If the universal load function ran on the server, it's probably SSR.

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[teemingc]

Thank you!