docs: Rust bindings need an explanation for Send/Sync impls

[maddeleine]

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Problem:

Some of our Rust bindings structs impl Send or Sync, which is kind of unusual to do manually in Rust. It's not immediately clear why these structs need these marker traits, and it would be really nice to have an explanation for why we needed to implement those traits.

Solution:

Write some documentation explaining more in detail about why the Connection struct implements Send but not Sync. Also why the Config struct implements Send and Sync.

[lrstewart]

Also include comments about why we're NOT implementing Send or Sync