Update doc for the activity filter

What does this MR do and why?

This updates the Activity filter doc to include the "Merge Request" option.

Demo: https://gitlab.com/gitlab-org/govern/threat-insights-demos/verification-projects/test-remediations-for-issue-424649/-/security/vulnerability_report

Screenshot	Recording
	activity-filter-has-mr

GraphQL API doc (reference):

MR acceptance checklist

This checklist encourages us to confirm any changes have been analyzed to reduce risks in quality, performance, reliability, security, and maintainability.

• I have evaluated the MR acceptance checklist for this MR.