[8.17](backport #4679) Differentiation of managed and self-managed connectors in AI Assistant doc

[mergify]

Description

Per #4504, we have specified that Enterprise Search server is only needed when using "managed connectors".
Due to that we have also mentioned what self-managed connectors are :)

Preview: https://observability-docs_bk_4679.docs-preview.app.elstc.co/guide/en/observability/master/obs-ai-assistant.html

Documentation sets edited in this PR

Check all that apply.

• Stateful (docs/en/observability/*)
• Serverless (docs/en/serverless/*)
• Integrations Developer Guide (docs/en/integrations/*)
• None of the above

Related issue

Closes #4504

Checklist

• Product/Engineering Review
• Writer Review

Follow-up tasks

Select one.

• This PR does not need to be ported to another doc set because:
  • The concepts in this PR only apply to one doc set (serverless or stateful)
  • The PR contains edits to both doc sets (serverless and stateful)
• This PR needs to be ported to another doc set:
  • Port to stateful docs: <link to PR or tracking issue>
  • Port to serverless docs: <link to PR or tracking issue>

---

This is an automatic backport of pull request #4679 done by [Mergify](https://mergify.com).

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