Make it clear that dsn needs to be set when using tunnel (#8337)

Co-authored-by: Shana Matthews <[email protected]>

Author: AbhiPrasad

src/platforms/common/configuration/options.mdx

@@ -174,8 +174,7 @@ By default the SDK will try to read this value from the `SENTRY_ENVIRONMENT` env
 
 <ConfigKey name="tunnel" supported={["javascript", "node"]} notSupported={["react-native"]}>
 
-Sets the URL that will be used to transport captured events, instead of using the DSN. This can be used to work around ad-blockers or to have more granular
-control over events sent to Sentry. This option **requires the implementation** of a custom server endpoint. Learn more and find examples in [Dealing with Ad-Blockers](/platforms/javascript/troubleshooting/#dealing-with-ad-blockers).
+Sets the URL that will be used to transport captured events. This can be used to work around ad-blockers or to have more granular control over events sent to Sentry. Adding your DSN is still required when using this option so necessary attributes can be set on the generated Sentry data. This option **requires the implementation** of a custom server endpoint. Learn more and find examples in [Dealing with Ad-Blockers](/platforms/javascript/troubleshooting/#dealing-with-ad-blockers).
 
 </ConfigKey>