docs: improve SecurityError error message for ory elements local #5022

Job	Run time
Generate SDKs	3m 28s
Run tests and lints	24m 35s
Run end-to-end tests (postgres)	44m 13s
Run Playwright end-to-end tests (postgres)	6m 8s
Run end-to-end tests (cockroach)	45m 50s
Run Playwright end-to-end tests (cockroach)	7m 4s
Run end-to-end tests (sqlite)	42m 35s
Run Playwright end-to-end tests (sqlite)	6m 11s
Run end-to-end tests (mysql)	45m 5s
Run Playwright end-to-end tests (mysql)	6m 56s
Build CLI docs	0s
Generate changelog	0s
Generate release	0s
Draft newsletter	0s
Release SDKs	0s
Render version schema	0s
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	3h 52m 5s

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