Aadding note about Params being self managed

[chatton]

Description

ref: #4544

The code changes (adding authority field) are already in the docs, so this PR just adds a note about Params now being self managed.

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[damiannolan]

Should we add something like:

Legacy params subspaces must still be initialised in app.go in order to successfully migrate from x/params to the new self-contained approach. See reference: https://github.com/cosmos/ibc-go/blob/main/testing/simapp/app.go#L1001-L1006

[colin-axner]

Thanks @chatton!