docs: add ante precision (backport #18709) (#18730)

Co-authored-by: Julien Robert <julien@rbrt.fr>

docs/docs/basics/01-tx-lifecycle.md

@@ -107,6 +107,10 @@ A copy of the cached context is provided to the `AnteHandler`, which performs li
 
 For example, the [`auth`](https://github.com/cosmos/cosmos-sdk/tree/main/x/auth/spec) module `AnteHandler` checks and increments sequence numbers, checks signatures and account numbers, and deducts fees from the first signer of the transaction - all state changes are made using the `checkState`.
 
+:::warning
+Ante handlers only run on a transaction. If a transaction embed multiple messages (like some x/authz, x/gov transactions for instance), the ante handlers only have awareness of the outer message. Inner messages are mostly directly routed to the [message router](https://docs.cosmos.network/main/learn/advanced/baseapp#msg-service-router) and will skip the chain of ante handlers. Keep that in mind when designing your own ante handler.
+:::
+
 ### Gas
 
 The [`Context`](../core/02-context.md), which keeps a `GasMeter` that tracks how much gas is used during the execution of `Tx`, is initialized. The user-provided amount of gas for `Tx` is known as `GasWanted`. If `GasConsumed`, the amount of gas consumed during execution, ever exceeds `GasWanted`, the execution stops and the changes made to the cached copy of the state are not committed. Otherwise, `CheckTx` sets `GasUsed` equal to `GasConsumed` and returns it in the result. After calculating the gas and fee values, validator-nodes check that the user-specified `gas-prices` is greater than their locally defined `min-gas-prices`.