add docs saying mixed-cluster ILM is not supported

Closes #37085.

docs/reference/ilm/index.asciidoc

@@ -46,6 +46,16 @@ to a single shard.
 . After 7 days, move the index into the cold stage and move it to less expensive
 hardware.
 . Delete the index once the required 30 day retention period is reached.
+
+[IMPORTANT]
+===========================
+{ilm} does not support mixed-cluster usage. Usage of new policies using
+new actions that do not exist in the oldest version of a cluster with
+mixed-versioned nodes. Although it may be possible to create such new
+policies against newer-versioned nodes, there is no guarantee they
+will work as intended.
+===========================
+
 --
 
 include::getting-started-ilm.asciidoc[]