[ServiceBus&EventHub] Documentation on the usage of transport_type

[yunhaoling]

This is spawned from the issue: #16816

Users might get confused on under what circumstances different transport_type should be used.
We should document on the usage of different transport type.

e.g.

The AMQP protocol that EventHub/ServiceBus relies on by default uses the port 5671 for communication with the service side.
However, in a networking environment when 5671 is blocked by firewall/proxy, AMQPOverWebsocket could be used instead which uses the port 443 for communication.