Educate users on CORS proxys.

[yuri-kiss]

Heres the relativly hidden docs on this: https://docs.turbowarp.org/cors

#1492 spiked a vital conversation about the topic of CORS proxys and how they should be handled.

As a compromise (as suggested) we need to find a way to educate people on CORS and the uses of CORS proxys as it would help with bug reports and mean we do not need to make a whole separate extension for this purpose or add a block that is basically just a join block.

The docs themselves could use some updates for stuff like privacy concerns and some extra info.

As GarboMuffin suggested at some point when will we need to run our OWN CORS proxy?

Please read what I said here: #1492 (comment) for some more context on the extension PR itself and some of the issues with it in general.