docs: Add note regarding blacklist/whitelist and message events (#1524)

Author: kamilogorek

src/collections/_documentation/platforms/javascript/index.md

@@ -703,7 +703,7 @@ to `integrations` option. For example, to turn off browser capturing console cal
 _Import name: `Sentry.Integrations.InboundFilters`_
 
 This integration allows developers to ignore specific errors based on the type or message, as well as blacklist/whitelist URLs that originate from the exception.
-It ignores errors, which message starts with `Script error` or `Javascript error: Script error` by default. More on this in our ["What the heck is "Script error"?"](https://blog.sentry.io/2016/05/17/what-is-script-error) blog post.
+It ignores errors, which message starts with `Script error` or `Javascript error: Script error` by default. More on this in our ["What the heck is "Script error"?"](https://blog.sentry.io/2016/05/17/what-is-script-error) blog post. Also, keep in mind that blacklist and whitelist work only for captured exceptions, not raw message events.
 
 To configure it, use `ignoreErrors`, `blacklistUrls`, and `whitelistUrls` SDK options directly.
 

src/collections/_documentation/platforms/node/default-integrations.md

@@ -18,6 +18,7 @@ to `integrations` option. For example: to change fatal error handler
 _Import name: `Sentry.Integrations.InboundFilters`_
 
 This integration allows developers to ignore specific errors based on the type of message, as well as blacklist/whitelist URLs from which the exception originated.
+Keep in mind that blacklist and whitelist work only for captured exceptions, not raw message events.
 
 To configure it, use `ignoreErrors`, `blacklistUrls` and `whitelistUrls` SDK options directly.