gh-61162: Clarify sqlite3 connection context manager docs (GH-93890)

Explicitly note that transactions are only closed if there is an open
transation at `__exit__`, and that transactions are not implicitly
opened during `__enter__`.

Co-authored-by: CAM Gerlach <CAM.Gerlach@Gerlach.CAM>
Co-authored-by: Stanley <46876382+slateny@users.noreply.github.com>

Automerge-Triggered-By: GH:erlend-aasland