clarify CPU-only version of the protocol in case of non-CPU data

docs/source/format/CDataInterface/PyCapsuleInterface.rst

@@ -266,7 +266,8 @@ protocol (e.g. only add ``__arrow_c_device_array__``, and not add ``__arrow_c_ar
 Producers that have data structures that can live both on CPU or non-CPU devices
 can implement both versions of the protocol, but the CPU-only versions
 (:meth:`__arrow_c_array__` and :meth:`__arrow_c_stream__`) should be guaranteed
-to contain valid pointers for CPU memory.
+to contain valid pointers for CPU memory (thus, when trying to export non-CPU data,
+either raise an error or make a to CPU memory).
 
 Producing the ``ArrowDeviceArray`` and ``ArrowDeviceArrayStream`` structures
 is expected to not involve any cross-device copying of data.