docs: clarify default behavior for REGION in AWS connections

[bobbyiliev]

Motivation

Mainly based on the discussion here. Open to suggestions on the exact workding @kay-kim!

Also open to suggestions if it is worth updating the individual create connection examples to also include the region as well? Eg like so, or would it be an overkill?

Tips for reviewer

Checklist

• This PR has adequate test coverage / QA involvement has been duly considered. (trigger-ci for additional test/nightly runs)
• This PR has an associated up-to-date design doc, is a design doc (template), or is sufficiently small to not require a design.
• If this PR evolves an existing $T ⇔ Proto$T mapping (possibly in a backwards-incompatible way), then it is tagged with a T-proto label.
• If this PR will require changes to cloud orchestration or tests, there is a companion cloud PR to account for those changes that is tagged with the release-blocker label (example).
• If this PR includes major user-facing behavior changes, I have pinged the relevant PM to schedule a changelog post.

[kay-kim]

LGTM! And yes on the example please... that way, Matty can just pull up the example (and less chance of creative constructing 😄 )