Update docs/guidance for WPF

[jamescrosswell]

Description

Our docs currently state:

The SDK should be initialized in the constructor of your application class (usually App.xaml.cs). Do not initialize the SDK in the OnStartup() event of the application or the Hub will not be initialized correctly.

Since we have global mode now, this is no longer relevant.

See:

• Custom tags missing in some contexts #221 (comment)

[linear]

NET-555