[docs] [issue34580] sqlite doc: clarify the scope of the context manager

[Karthikeyan Singaravelan]

Karthikeyan Singaravelan <tir.karthi at gmail.com> added the comment:

Seems like an extra note is reasonable here. I have created a PR for this. Feedback welcome on the wording.

Thanks.

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assignee:  -> docs at python
components: +Documentation
nosy: +docs at python
versions: +Python 3.8

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