Update LightningCLI(trainer_defaults=...) doc (#11309)

Co-authored-by: Mauricio Villegas <[email protected]>

Author: carmocca

pytorch_lightning/utilities/cli.py

@@ -483,7 +483,10 @@ def __init__(
             save_config_multifile: When input is multiple config files, saved config preserves this structure.
             trainer_class: An optional subclass of the :class:`~pytorch_lightning.trainer.trainer.Trainer` class or a
                 callable which returns a :class:`~pytorch_lightning.trainer.trainer.Trainer` instance when called.
-            trainer_defaults: Set to override Trainer defaults or add persistent callbacks.
+            trainer_defaults: Set to override Trainer defaults or add persistent callbacks. The callbacks added through
+                this argument will not be configurable from a configuration file and will always be present for
+                this particular CLI. Alternatively, configurable callbacks can be added as explained in
+                :ref:`the CLI docs <common/lightning_cli:Configurable callbacks>`.
             seed_everything_default: Default value for the :func:`~pytorch_lightning.utilities.seed.seed_everything`
                 seed argument.
             description: Description of the tool shown when running ``--help``.