CLEANUP: proxy: mention that px->conn_retries isn't relevant in some cases

CLEANUP: proxy: mention that px->conn_retries isn't relevant in some cases

Since 91e785edc ("MINOR: stream: Rely on a per-stream max connection
retries value"), px->conn_retries may be ignored in the following cases:

 * proxy not part of a list which gets properly post-init (ie: main proxy
   list, log-forward list, sink list)
 * proxy lacking the CAP_FE capability

Documenting such cases where the px->conn_retries is set but effectively
ignored, so that we either remove ignored statements or fix them in
the future if they are really needed. In fact all cases affected here are
automomous applets that already handle the retries themselves so the fact
that 91e785edc made ->conn_retries ineffective should not be a big deal
anyway.