docs(threads): add note about desktop for Main/UI threads

[Flash0ver]

DESCRIBE YOUR PR

Extend a note on "Main Thread" and "UI Thread" from mobile platforms to desktop platforms,
as this is a concept that also applies to Desktop applications like WinForms, WPF, Uno, and more (with regards to .NET).
Noted via getsentry/sentry-dotnet#4807 and suggested a similar change: getsentry/sentry-dotnet#4807 (comment).

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Project	Deployment	Preview	Comments	Updated (UTC)
develop-docs	Ready	Preview	Comment	Dec 12, 2025 2:34pm

1 Skipped Deployment

Project	Deployment	Preview	Comments	Updated (UTC)
sentry-docs	Ignored			Dec 12, 2025 2:34pm