UDP documentation: `setpeername` doesn't really care whether its connected or not.

[masakk1]

I made a script to make sure, and indeed, it works even though it's not in the documentation: https://gist.github.com/masakk1/cdee28f95f5e51fccd6a871512a19717

I just don't know how to communicate it properly in the documentation, thus I'm making an issue.

The fact that setting a connected as unconnected again works isn't a big deal, but changing the peer might be more interesting to know.