GH-41643: [Python][Docs] Document Timezone Handling in Nested Arrays with to_pandas()

[piratepanda805]

Rationale for this change

Issue links to #41162, which describes the current behaviour of timezone information being dropped from nested Timestamp arrays is unlikely to change in the near future, as such, requires documentation.

What changes are included in this PR?

• Documentation added in pandas.rst outlining the unintended behaviour.
• Looking to close #41643

Are these changes tested?

No, this is a documentation change.

Are there any user-facing changes?

Yes, it will update part of the Pandas Integration documentation page.

• GitHub Issue: #41643