[3.14] gh-135648: Document that `shutil.copyfileobj` doesn't flush (GH-135737) (#135873)

Adds a note about flush/close on copyfileobj, and updates
the Emscripten build script to follow documented advice.
(cherry picked from commit 34393cbdd46fd965de86f1e7bc89ab111f506723)

Co-authored-by: Russell Keith-Magee <russell@keith-magee.com>