Warn if an engine bind left an open transaction

Warn if an engine bind left an open transaction

Added a warning noting when an
:meth:`_engine.ConnectionEvents.engine_connect` event may be leaving
a transaction open, which can alter the behavior of a
class:`_orm.Session` using such an engine as bind.
On SQLAlchemy 2.1 :paramref:`_orm.Session.join_transaction_mode` will
instead be ignored in all cases when the session bind is
an :class:`_engine.Engine`.

Fixes: #11163
Change-Id: I10147876d07352f2dab898d615e98a9acd6eb91b
(cherry picked from commit 69a2d0903e427e99acceedcd4e29a17d0b012bbe)