[docs] add clearer warning about stubtest code execution (#13927)

Co-authored-by: Shantanu <12621235+hauntsaninja@users.noreply.github.com>

docs/source/stubtest.rst

@@ -41,6 +41,10 @@ stubs and implementation or to check for stub completeness. It's used to
 test Python's official collection of library stubs,
 `typeshed <https://github.com/python/typeshed>`_.
 
+.. warning::
+
+ stubtest will import and execute Python code from the packages it checks.
+
 Example
 *******