DOC: Clarify behaviour of pd.merge
- [x] Closes #34412 (also attempts to clarify #34273)
- [x] tests added / passed (passes `scripts/validate_docstrings.py`)
- [x] passes `black pandas`
- [x] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`
- [ ] whatsnew entry (Not needed)
