Add a note about transactional tests and webEnvironment

Closes gh-8232

Author: snicoll

spring-boot-docs/src/main/asciidoc/spring-boot-features.adoc

@@ -5062,6 +5062,11 @@ how your tests will run:
 * `NONE` -- Loads an `ApplicationContext` using `SpringApplication` but does not provide
   _any_ servlet environment (mock or otherwise).
 
+NOTE: If your test is `@Transactional`, it will rollback the transaction at the end of
+each test method by default. If you're using this arrangement in combination with either
+`RANDOM_PORT` or `DEFINED_PORT`, any transaction initiated on the server won't rollback as
+the test is running in a different thread than the server processing.
+
 NOTE: In addition to `@SpringBootTest` a number of other annotations are also
 provided for testing more specific slices of an application. See below for details.