Documentation should mention that `locale.LC_MESSAGES` is not universal

[FFY00]

Filling an issue for GH-100702.

Relevant discussion: https://discuss.python.org/t/lc-messages-use-in-pep-668-externally-managed/22292

Linked PRs

• GH-100766: Note that locale.LC_MESSAGES is not universal (GH-100767) #100767
• GH-100766: Note that locale.LC_MESSAGES is not universal (GH-100768) #100768