Clarify pipelines must succeed setting if there is no pipeline

What does this MR do?

Addresses comments/requests at #35562 (comment 480405814) and #35562[post_merge_result_not_found.png] (comment 484524505).

Many people are surprised by MRs that they can't merge, without realizing it's this setting. We do mention it here already, but I'm adding it to the top to be perfectly clear, and adding @fabio's suggestion to explain that you need to configure your CI/CD so that there's always a pipeline in every MR.

Related issues

Related to #35562 (closed)

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