doc: add warning for socket.connect reuse

PR-URL: https://github.com/nodejs/node/pull/33204
Refs: https://github.com/nodejs/node/issues/25969


Reviewed-By: Matteo Collina <matteo.collina@gmail.com>
Reviewed-By: Luigi Pinca <luigipinca@gmail.com>
Reviewed-By: James M Snell <jasnell@gmail.com>
Reviewed-By: Anna Henningsen <anna@addaleax.net>