[PR #8267/509fb269 backport][3.9] Add note about tasks that should be cancelled on shutdown

[patchback]

This is a backport of PR #8267 as merged into master (509fb26).

Closes #8179.

[codecov]

Codecov Report

All modified and coverable lines are covered by tests ✅

Project coverage is 97.40%. Comparing base (5c248fc) to head (97f19c0).

Additional details and impacted files

@@           Coverage Diff           @@
##              3.9    #8268   +/-   ##
=======================================
  Coverage   97.40%   97.40%           
=======================================
  Files         108      108           
  Lines       32733    32733           
  Branches     3874     3874           
=======================================
  Hits        31882    31882           
  Misses        647      647           
  Partials      204      204           

Flag	Coverage Δ
CI-GHA	97.31% <ø> (ø)
OS-Linux	96.99% <ø> (ø)
OS-Windows	94.58% <ø> (+<0.01%)	⬆️
OS-macOS	96.70% <ø> (ø)
Py-3.10.11	94.39% <ø> (ø)
Py-3.10.13	96.52% <ø> (ø)
Py-3.10.14	96.74% <ø> (ø)
Py-3.11.8	97.02% <ø> (ø)
Py-3.12.2	97.07% <ø> (ø)
Py-3.8.10	94.36% <ø> (ø)
Py-3.8.18	96.71% <ø> (ø)
Py-3.9.13	94.38% <ø> (+<0.01%)	⬆️
Py-3.9.18	96.50% <ø> (ø)
Py-3.9.19	96.72% <ø> (ø)
Py-pypy7.3.15	96.30% <ø> (ø)
VM-macos	96.70% <ø> (ø)
VM-ubuntu	96.99% <ø> (ø)
VM-windows	94.58% <ø> (+<0.01%)	⬆️

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