Add paragraph on not using a load balancer (#36999)

The transport client validates that each time it connects to a particular
address it reaches the same node. This means that it does not support a simple
load balancer which exposes multiple nodes at a single address. This change
calls this situation out explicitly in the docs.

Relates #30141.

docs/java-api/client.asciidoc

@@ -79,6 +79,12 @@ TransportClient client = new PreBuiltTransportClient(settings);
 //Add transport addresses and do something with the client...
 --------------------------------------------------
 
+The transport client expects each transport address to resolve to a single
+Elasticsearch node. It forms multiple connections to each address and requires
+that each connection reaches the same node. This means that you should configure
+the client with the addresses of individual nodes in the cluster and should not
+use a load balancer that exposes multiple nodes at a single address.
+
 The Transport client comes with a cluster sniffing feature which
 allows it to dynamically add new hosts and remove old ones.
 When sniffing is enabled, the transport client will connect to the nodes in its