gh-129846: docs(warnings): clarify suppression of warning output in catch_warnings

Doc/library/warnings.rst

@@ -597,7 +597,7 @@ Available Context Managers
     If the *record* argument is :const:`False` (the default) the context manager
     returns :class:`None` on entry. If *record* is :const:`True`, a list is
     returned that is progressively populated with objects as seen by a custom
-    :func:`showwarning` function (which also suppresses output to ``sys.stdout``).
+    :func:`showwarning` function (which also suppresses output to ``sys.stderr`` and other streams).
     Each object in the list has attributes with the same names as the arguments to
     :func:`showwarning`.