docs: explain client-side sampling callbacks #2539

Job	Run time
checks / readme-snippets	12s
checks / pre-commit	36s
checks / test (3.10, locked, ubuntu-latest)	53s
checks / test (3.10, lowest-direct, ubuntu-latest)	50s
checks / test (3.10, lowest-direct, windows-latest)	1m 23s
checks / test (3.11, lowest-direct, ubuntu-latest)	50s
checks / test (3.10, locked, windows-latest)	2m 7s
checks / test (3.11, locked, ubuntu-latest)	47s
checks / test (3.11, locked, windows-latest)	1m 12s
checks / test (3.11, lowest-direct, windows-latest)	1m 24s
checks / test (3.12, locked, ubuntu-latest)	54s
checks / test (3.14, lowest-direct, windows-latest)	1m 14s
checks / test (3.12, locked, windows-latest)	1m 28s
checks / test (3.12, lowest-direct, ubuntu-latest)	53s
checks / test (3.14, locked, ubuntu-latest)	1m 52s
checks / test (3.13, lowest-direct, windows-latest)	1m 17s
checks / test (3.13, lowest-direct, ubuntu-latest)	52s
checks / test (3.14, lowest-direct, ubuntu-latest)	54s
checks / test (3.13, locked, ubuntu-latest)	44s
checks / test (3.13, locked, windows-latest)	1m 30s
checks / test (3.12, lowest-direct, windows-latest)	1m 30s
checks / test (3.14, locked, windows-latest)	2m 10s
all-green	5s
	25m 37s

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