Add additional clarification for creating objects that require a running event loop #4061

Job	Run time
Generate llhttp sources	5s
Linter	58s
Test (3.8, ubuntu, false)	17m 33s
Test (3.8, windows, false)	14m 22s
Test (3.8, Y, ubuntu, false)	16m 55s
Test (3.9, ubuntu, false)	18m 3s
Test (3.9, macos, false)	15m 51s
Test (3.9, windows, false)	15m 49s
Test (3.9, Y, ubuntu, false)	17m 24s
Test (3.10, ubuntu, false)	17m 41s
Test (3.10, macos, false)	15m 55s
Test (3.10, windows, false)	15m 14s
Test (3.10, Y, ubuntu, false)	17m 24s
Test (3.11, ubuntu, false)	18m 30s
Test (3.11, macos, false)	16m 14s
Test (3.11, windows, false)	15m 2s
Test (3.11, Y, ubuntu, false)	17m 14s
Test (3.12, ubuntu, false)	18m 37s
Test (3.12, macos, false)	17m 21s
Test (3.12, windows, false)	16m 29s
Test (3.12, Y, ubuntu, false)	18m 3s
Test (pypy-3.9, Y, ubuntu, false)	22m 48s
Test (ubuntu, 3.13, true, Y)	44s
check	2s
Pre-Deploy	0s
Tarball	0s
Build wheels on ${{ matrix.os }} ${{ matrix.qemu }}	0s
Deploy	0s
	5h 44m 18s

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