Doc for X11 CursorGrabMode support (#19811)

# Objective

- Clarify that `CursorGrabMode::Locked` isn't supported on X11

Source:
https://docs.rs/winit/latest/winit/window/enum.CursorGrabMode.html#variant.Locked

## Solution

- Add it to the platform-specific docs

Author: jf908

crates/bevy_window/src/window.rs

@@ -750,9 +750,10 @@ pub struct CursorOptions {
     /// ## Platform-specific
     ///
     /// - **`macOS`** doesn't support [`CursorGrabMode::Confined`]
+    /// - **`X11`** doesn't support [`CursorGrabMode::Locked`]
     /// - **`iOS/Android`** don't have cursors.
     ///
-    /// Since `macOS` doesn't have full [`CursorGrabMode`] support, we first try to set the grab mode that was asked for. If it doesn't work then use the alternate grab mode.
+    /// Since `macOS` and `X11` don't have full [`CursorGrabMode`] support, we first try to set the grab mode that was asked for. If it doesn't work then use the alternate grab mode.
     pub grab_mode: CursorGrabMode,
 
     /// Set whether or not mouse events within *this* window are captured or fall through to the Window below.
@@ -1062,9 +1063,10 @@ impl From<DVec2> for WindowResolution {
 /// ## Platform-specific
 ///
 /// - **`macOS`** doesn't support [`CursorGrabMode::Confined`]
+/// - **`X11`** doesn't support [`CursorGrabMode::Locked`]
 /// - **`iOS/Android`** don't have cursors.
 ///
-/// Since `macOS` doesn't have full [`CursorGrabMode`] support, we first try to set the grab mode that was asked for. If it doesn't work then use the alternate grab mode.
+/// Since `macOS` and `X11` don't have full [`CursorGrabMode`] support, we first try to set the grab mode that was asked for. If it doesn't work then use the alternate grab mode.
 #[derive(Default, Debug, Clone, Copy, PartialEq, Eq)]
 #[cfg_attr(
     feature = "bevy_reflect",