libcurl-thread.3: expand somewhat on the NO_SIGNAL motivation

Multi-threaded applictions basically MUST set CURLOPT_NO_SIGNAL to 1L to
avoid the risk of getting a SIGPIPE.

Either way, a multi-threaded application that uses libcurl/openssl needs
to have a signhandler for or ignore SIGPIPE on its own.

Based on discussions in #2800
Closes #2904