fix(docs): merge_chains outdated documentation

[oleonardolima]

Description

It's a minor documentation fix, as reported during the audit and referenced in #1693.

Notes to the reviewers

I'm unsure if anything else / any other explanation should be included in the documentation. Let me know if you think more context should be added to it.

Changelog notice

• Update bdk_chain::local_chain::merge_chains documentation.

Checklists

All Submissions:

• I've signed all my commits
• I followed the contribution guidelines
• I ran cargo fmt and cargo clippy before committing

[ValuedMammal]

We can add a note about how this could fail when the chains don't connect. The test update_local_chain has some examples of this where the error is typically a variation of "two disjoint chains cannot merge".

I see we also propagate the error from apply_changeset_to_checkpoint, but as far as I know we don't have coverage for it (#1576).