[3.11] gh-110497: Add note about `OSError` being an alias to `IOError` in docs (GH-110498) (#110545)

gh-110497: Add note about `OSError` being an alias to `IOError` in docs (GH-110498)
(cherry picked from commit 5e7edac7717bfe5f3c533d83ddd0f564db8de40b)

Co-authored-by: Nikita Sobolev <mail@sobolevn.me>