Improves Jira integration documentation

What does this MR do?

Improves the Jira integration documentation.

Are there points in the code the reviewer needs to double check?

I'd run this past @smcgivern to ensure the documentation is technically correct.

Why was this MR needed?

Jira users (myself included) were confused by the 'Closes' behavior when testing the integration.

Does this MR meet the acceptance criteria?

• Changelog entry added, if necessary
• Documentation created/updated
• API support added
• Tests
  • Added for this feature/bug
  • All builds are passing
• Conform by the merge request performance guides
• Conform by the style guides
• Branch has no merge conflicts with master (if it does - rebase it please)
• Squashed related commits together

What are the relevant issue numbers?

Closes #29670 (closed)