Docs: explain why menu command should be passed to sway

It was not obvious to me why until I saw a comment from @RyanDwyer on Reddit, so I think it's better to add an explanation.

config.in

@@ -16,7 +16,8 @@ set $right l
 # Your preferred terminal emulator
 set $term alacritty
 # Your preferred application launcher
-# Note: it's recommended that you pass the final command to sway
+# Note: pass the final command to swaymsg so that the resulting window can be opened
+# on the original workspace that the command was run on.
 set $menu dmenu_path | dmenu | xargs swaymsg exec --
 
 ### Output configuration