docs: connection reuse behavior for socket callbacks

Document observed behavior around connections reuse and socket
callbacks. When CURLOPT_CLOSESOCKETFUNCTION is copied and when it is
invoked.

Closes #20521

docs/libcurl/opts/CURLMOPT_SOCKETFUNCTION.md

@@ -7,6 +7,7 @@ Source: libcurl
 See-also:
   - CURLMOPT_SOCKETDATA (3)
   - CURLMOPT_TIMERFUNCTION (3)
+  - CURLOPT_CLOSESOCKETFUNCTION (3)
   - curl_multi_socket_action (3)
 Protocol:
   - All
@@ -97,7 +98,7 @@ writable.
 
 ## CURL_POLL_REMOVE
 
-The specified socket/file descriptor is no longer used by libcurl for any
+The specified socket or file descriptor is no longer used by libcurl for any
 active transfer. It might soon be added again.
 
 When a socket is given a CURL_POLL_REMOVE value, it might be because libcurl

docs/libcurl/opts/CURLOPT_CLOSESOCKETFUNCTION.md

@@ -7,6 +7,7 @@ Source: libcurl
 See-also:
   - CURLOPT_CLOSESOCKETDATA (3)
   - CURLOPT_OPENSOCKETFUNCTION (3)
+  - CURLMOPT_SOCKETFUNCTION (3)
 Protocol:
   - All
 Added-in: 7.21.7
@@ -47,6 +48,18 @@ after the easy handle has been cleaned up. The callback and data is
 inherited by a new connection and that connection may live longer
 than the transfer itself in the multi/share handle's connection cache.
 
+# NOTES ON CONNECTION REUSE
+
+The close socket callback is invoked when libcurl closes a socket it owns.
+When using the multi interface, the callback and
+CURLOPT_CLOSESOCKETDATA(3) are copied from the *first* easy handle that
+creates the socket used for a connection; changing this option on a subsequent
+easy handle that reuses the same connection has no effect for that connection.
+The callback is stored with the connection because the connection and its
+associated socket may outlive the easy handle that created it, so that libcurl
+can still invoke it when the socket is closed even after that handle has been
+cleaned up.
+
 # DEFAULT
 
 Use the standard socket close function.