Explain limitation on FQDN of CI Components

Fabio Pitino - PTO until Jan 1requested to merge
docs/explain-limitation-fqdn-ci-components into master

What does this MR do and why?

During the dogfooding of newly converted CI components a user found unclear the use of the FQDN in CI components path: #390656 (comment 1395107910)

This MR clarifies the current limitations around the FQDN. In the future we will aim to allow cross-instance reference.

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