Update Dyson cloud setup step with warning about the Dyson link app

[etec-masterofsynapse]

[benyafai]

Very true, this helped me, would be worth merging.

[dotvezz]

For anyone curious, the issue that caused this strange behavior has been fixed in https://github.com/libdyson-wg/ha-dyson and https://github.com/libdyson-wg/libdyson-neon - forks that were created to continue development of the Dyson Home Assistant integrations.