Add delay in docs for loading state testing

[gzm0]

Fixes #11285.

Also includes two new tests to ensure the proposed way of testing actually works (and keeps working).

[apollo-cla]

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[netlify]

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[changeset-bot]

⚠️ No Changeset found

Latest commit: 8fe4798

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[gzm0]

• I've signed the CLA.
• Changeset IMO not necessary for this change.

[gzm0]

OK, now I have actually signed the CLA (sorry, I thought logging in was enough).

[alessbell]

LGTM, thank you @gzm0!

Edit: investigating the security-scans job failure which has nothing to do with this PR, should be resolved shortly