`SocketsHttpHandler` need more detailed docs

### Describe the issue or suggestion

Such as [`SocketsHttpHandler.ConnectCallback`](https://learn.microsoft.com/en-us/dotnet/api/system.net.http.socketshttphandler.connectcallback?view=net-10.0#system-net-http-socketshttphandler-connectcallback), it doesn't said what will happen if I return a `SslStream`.

Actually, it will skip the TLS handshake - this is what GitHub Copilot told me.

Start with the linked SocketsHttpHandler.ConnectCallback API reference and inspect its current documentation. Verify and document what happens when the callback returns an SslStream, including whether the TLS handshake is skipped. Done means the API page clearly explains this behavior for readers using ConnectCallback.

Written by the indexing model from the issue text.