Document that report generation disables cache (#14402)

#6076 made report generation disable cache but we didn't document it.

docs/source/config_file.rst

@@ -210,7 +210,7 @@ section of the command line docs.
     line.  Mypy *will* recursively type check any submodules of the provided
     package. This flag is identical to :confval:`modules` apart from this
     behavior.
-    
+
     This option may only be set in the global section (``[mypy]``).
 
 .. confval:: exclude
@@ -901,6 +901,12 @@ Report generation
 If these options are set, mypy will generate a report in the specified
 format into the specified directory.
 
+.. warning::
+
+  Generating reports disables incremental mode and can significantly slow down
+  your workflow. It is recommended to enable reporting only for specific runs
+  (e.g. in CI).
+
 .. confval:: any_exprs_report
 
     :type: string