DOC: add warning to append about inefficiency
 - [X] closes #16418 
 - [X] passes ``git diff upstream/master -u -- "*.py" | flake8 --diff``
 - [X] Improves documentation about append with regards to append

I think I misused Git and deleted my old pull request and repushed the branch instead of rebasing correctly.... sorry about that. I believe I have addressed everything in that review: wording, removing the `try` - `except`, and spacing issues.
