doc: clarify when messageerror is emitted

Adapting addaleax's explanation from the issue.

Fixes: nodejs#36333
Signed-off-by: James M Snell <jasnell@gmail.com>

doc/api/worker_threads.md

@@ -452,6 +452,12 @@ added:
 
 The `'messageerror'` event is emitted when deserializing a message failed.
 
+Currently, this event is emitted when there is an error occuring while
+instantiating the posted JS object on the receiving end. Such situations
+are rare, but can happen, for instance, when certain Node.js API objects
+are received in a `vm.Context` (where Node.js APIs are currently
+unavailable).
+
 ### `port.close()`
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