Doc: minor improvements for plpgsql "Transaction Management" section.

Point out that savepoint commands cannot be issued in PL/pgSQL,
and suggest that exception blocks can usually be used instead.

Add a caveat to the discussion of cursor loops vs. transactions,
pointing out that any locks taken by the cursor query will be lost
at COMMIT.  This is implicit in what's already said, but the existing
text leaves the distinct impression that the auto-hold behavior is
transparent, which it's not really.

Per a couple of recent complaints (one unsigned, and one in bug #18531
from Dzmitry Jachnik).  Back-patch to v17, just so this makes it into
current docs in less than a year-and-a-half.

Discussion: https://postgr.es/m/172076354433.736586.14347210271966220018@wrigleys.postgresql.org
Discussion: https://postgr.es/m/18531-c6dddd33b8555fd2@postgresql.org

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