docs: add tiny info to redirect

[FuCanCode]

Using another framework before, where it was not mandatory to return the redirect, I stumbled into a bug not using it in React Router. So at least for me, that would have been an useful hint.

[changeset-bot]

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Latest commit: d17c0e3

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[remix-cla-bot]

Hi @FuCanCode,

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[remix-cla-bot]

Thank you for signing the Contributor License Agreement. Let's get this merged! 🥳

[timdorr]

Thanks!