Add note for blocked MWPS

doc/user/project/merge_requests/merge_when_pipeline_succeeds.md

@@ -35,6 +35,11 @@ is automatically merged. When the merge request is updated with
 new commits, the automatic merge is canceled to allow the new
 changes to be reviewed.
 
+By default, all threads must be resolved before you see the **Merge when
+pipeline succeeds** button. If someone adds a new comment after
+the button is selected, but before the jobs in the CI pipeline are
+complete, the merge is blocked until you resolve all existing threads.
+
 ## Only allow merge requests to be merged if the pipeline succeeds
 
 You can prevent merge requests from being merged if their pipeline did not succeed