doc: clarify IncomingMessage.destroy() description

[XMB5]

State that the 'error' event is emitted on the underlying socket, not
the IncomingMessage object.

Here are the relevant parts in the code:

• IncomingMessage.destroy
• which calls Steam.destroy

Here's a program that demonstrates this

http.createServer(req=>{
  req.on('error',console.error);
  req.destroy(new Error('hi'));
}).listen(8080)

Then, curl localhost:8080
The Node.js process doesn't print the error

Checklist

• documentation is changed or added
• commit message follows commit guidelines

[lundibundi]

LiteCI: https://ci.nodejs.org/job/node-test-pull-request-lite-pipeline/4086/

[addaleax]

Landed in c8930fb, thanks for the PR and sorry for the delay!