doc: document close() error when in a sqlite callback

Signed-off-by: Trivikram Kamat <16024985+trivikr@users.noreply.github.com>
PR-URL: #65090
Refs: #64743
Reviewed-By: René <contact.9a5d6388@renegade334.me.uk>
Reviewed-By: Edy Silva <edigleyssonsilva@gmail.com>

Author: trivikr

doc/api/sqlite.md

@@ -309,7 +309,10 @@ added: v22.5.0
 -->
 
 Closes the database connection. An exception is thrown if the database is not
-open. This method is a wrapper around [`sqlite3_close_v2()`][].
+open. An [`ERR_INVALID_STATE`][] error is thrown if the method is called while
+a statement is executing, such as inside a user-defined function, an aggregate
+function, or an authorizer callback. This method is a wrapper around
+[`sqlite3_close_v2()`][].
 
 ### `database.loadExtension(path[, entryPoint])`