Document socket subscription vs reconnect interactions

[zoe-codez]

🪤 Context

Unclear on if a hass.socket.subscribe should be done, and the implications of putting it in different spots:

• root
• lifecycle event
• onConnect

Ideally these should all do the same thing, but not currently obvious if:

• doing onConnect would lead to a memory leak
• not doing onConnect would result in loss of subscriptions on reconnect

🩻 Additional details

• add tests
• tsdoc
• official docs