Update moved.py template for Mar 2021 renaming

This should help provide more context to end users about what is
changing and why it is changing.

templates/moved.py

@@ -12,6 +12,19 @@
     https://bootstrap.pypa.io/{location}
 
 Sorry if this change causes any inconvenience for you!
+
+We don't have a good mechanism to make more gradual changes here, and this
+renaming is a part of an effort to make it easier to us to update these
+scripts, when there's a pip release. It's also essential for improving how we
+handle the `get-pip.py` scripts, when pip drops support for a Python minor
+version.
+
+There are no more renames/URL changes planned, and we don't expect that a need
+would arise to do this again in the near future.
+
+Thanks for understanding!
+
+- Pradyun, on behalf of the volunteers who maintain pip.
 """
 
 print(message, file=sys.stderr)