Mention in docs that subapps don't fire events

[amacfie]

This should fix/related to #811

[codecov]

Codecov Report

Merging #1554 into master will not change coverage.
The diff coverage is n/a.

@@            Coverage Diff             @@
##            master     #1554    +/-   ##
==========================================
  Coverage   100.00%   100.00%            
==========================================
  Files          230       236     +6     
  Lines         6862      7057   +195     
==========================================
+ Hits          6862      7057   +195     

Impacted Files	Coverage Δ
tests/main.py	100.00% <0.00%> (ø)
fastapi/params.py	100.00% <0.00%> (ø)
fastapi/routing.py	100.00% <0.00%> (ø)
fastapi/encoders.py	100.00% <0.00%> (ø)
fastapi/applications.py	100.00% <0.00%> (ø)
fastapi/openapi/docs.py	100.00% <0.00%> (ø)
fastapi/openapi/utils.py	100.00% <0.00%> (ø)
tests/test_application.py	100.00% <0.00%> (ø)
fastapi/security/__init__.py	100.00% <0.00%> (ø)
fastapi/dependencies/utils.py	100.00% <0.00%> (ø)
... and 12 more

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[tiangolo]

Nice! Thank you! 🍰 🚀