Add Jira connect self-managed limitation to docs
What does this MR do and why?
This documents a known limitation of the GitLab.com for Jira Cloud app.
MR acceptance checklist
This checklist encourages us to confirm any changes have been analyzed to reduce risks in quality, performance, reliability, security, and maintainability.
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I have evaluated the MR acceptance checklist for this MR.
Related to #388170 (closed)