SDL_video.h: Added a note about platform quirks to SDL_DestroyWindow docs.

Fixes #10081.

include/SDL3/SDL_video.h

@@ -2788,6 +2788,10 @@ extern SDL_DECLSPEC bool SDLCALL SDL_FlashWindow(SDL_Window *window, SDL_FlashOp
  * Any child windows owned by the window will be recursively destroyed as
  * well.
  *
+ * Note that on some platforms, the visible window may not actually be removed
+ * from the screen until the SDL event loop is pumped again, even though the
+ * SDL_Window is no longer valid after this call.
+ *
  * \param window the window to destroy.
  *
  * \threadsafety This function should only be called on the main thread.