Add note about setting not applying to authenticated users

What does this MR do and why?

See #433423 (comment 1965171789)

MR acceptance checklist

Please evaluate this MR against the MR acceptance checklist. It helps you analyze changes to reduce risks in quality, performance, reliability, security, and maintainability.

Screenshots or screen recordings

Screenshots are required for UI changes, and strongly recommended for all other merge requests.

n/a

How to set up and validate locally

Numbered steps to set up and validate the change are strongly suggested.

n/a