feat(python): Document thread pool propagation improvement (#15342)

Document that the Python SDK automatically handles scope propagation when using `concurrent.futures` thread pools starting with version 2.41.0.

Closes getsentry/sentry-python#4672

Author: alexander-alderman-webb

docs/platforms/python/integrations/default-integrations.mdx

@@ -86,7 +86,9 @@ Reports crashing threads.
 
 This integration also accepts an option `propagate_scope`, which influences the way data is transferred between threads. If set to `True` (default), the current scope will be shared between threads and scope data (such as tags) will be transferred from the parent thread to the child thread.
 
-Next are two code samples that demonstrate what boilerplate you would have to write without `propagate_scope`. This boilerplate is still sometimes necessary if you want to propagate context data into a thread pool, for example.
+Context data is automatically propagated in `concurrent.futures` thread pools beginning with version 2.41.0, when `propagate_scope` is `True`.
+
+Next are two code samples that demonstrate what boilerplate you would have to write without `propagate_scope`. This boilerplate is necessary if you want to propagate context data into a thread pool before version 2.41.0, for example.
 
 ### Manual propagation