gh-125927: Add docs description for daemon thread

[rruuaanng]

• Issue: Clarify the Nature of Python Threads Relative to Other Programming Languages #125927

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📚 Documentation preview 📚: https://cpython-previews--125961.org.readthedocs.build/

[ZeroIntensity]

I think this looks fine, but I'm assuming that Eric wanted something a bit more in depth judging by the original issue, so I'm going to refrain from approving for now.

[rruuaanng]

Actually, the focus is on highlighting the differences between Python threads and other threads. This clearly illustrates the unique aspects of Python daemon threads, and I believe Eric won’t have any objections to this.

[ZeroIntensity]

Well, IIUC, part the motivation was to document some of the concerns about daemon threads as well. This sort of tells you what to do with them, but not what's wrong with them.

[rruuaanng]

So in the description, I described that join should be used to solve it.

[ZeroIntensity]

That's not that useful though, because the whole point of a daemon thread is that you don't want it to join.