docs: highlight MDXProvider requirement for importing MDX into React pages.

[homotechsual]

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[Josh-Cena]

I don't think this is necessary because (a) the linked section is above this (b) this particular section doesn't even demonstrate importing into React pages (although you could infer based on your knowledge). I'll let @slorber decide.

[slorber]

i'm not a fan, the section is about importing one markdown file into another, which is not really related to mdxprovider