DOC: Add to the io documentation of on_bad_lines to alert users of silently skipped lines. (pandas-dev#50311)

* DOC: add to io documentation of on_bad_lines

* DOC: add example of silenty skipped line

Author: kostyafarber

doc/source/user_guide/io.rst

@@ -1255,6 +1255,21 @@ The bad line will be a list of strings that was split by the ``sep``:
 
     .. versionadded:: 1.4.0
 
+Note that the callable function will handle only a line with too many fields.
+Bad lines caused by other errors will be silently skipped.
+
+For example:
+
+.. code-block:: ipython
+
+   def bad_lines_func(line):
+      print(line)
+
+   data = 'name,type\nname a,a is of type a\nname b,"b\" is of type b"'
+   data
+   pd.read_csv(data, on_bad_lines=bad_lines_func, engine="python")
+
+The line was not processed in this case, as a "bad line" here is caused by an escape character.
 
 You can also use the ``usecols`` parameter to eliminate extraneous column
 data that appear in some lines but not others: