doc: clarify when messageerror is emitted

Adapting addaleax's explanation from the issue.

Fixes: #36333
Signed-off-by: James M Snell <jasnell@gmail.com>

PR-URL: #36780
Reviewed-By: Anna Henningsen <anna@addaleax.net>
Reviewed-By: Juan José Arboleda <soyjuanarbol@gmail.com>

Author: jasnell

doc/api/worker_threads.md

@@ -356,6 +356,12 @@ added: v14.5.0
 
 The `'messageerror'` event is emitted when deserializing a message failed.
 
+Currently, this event is emitted when there is an error occurring while
+instantiating the posted JS object on the receiving end. Such situations
+are rare, but can happen, for instance, when certain Node.js API objects
+are received in a `vm.Context` (where Node.js APIs are currently
+unavailable).
+
 ### `port.close()`
 <!-- YAML
 added: v10.5.0