doc: Add explanation that -alt-grab and -ctrl-grab affect special keys
Phillip Merensky reported that the special keys (e.g. Ctrl-Alt-f for full
screen) did not work correctly if -alt-grab is used.
BUG: 696530
Review of ui/sdl.c:sdl_refresh indicates that this is the intended behaviour,
so we should update the documentation to match the actual behaviour, as
suggested by Phillip in the bug report.