Add rendering to Gym wrapper limitations (#5389)

gym-unity/README.md

   be accessed from the `info` provided by `env.step(action)`.
 - Stacked vector observations are not supported.
 - Environment registration for use with `gym.make()` is currently not supported.
+- Calling env.render() will not render a new frame of the environment. It will
+  return the latest visual observation if using visual observations.
 
 ## Running OpenAI Baselines Algorithms
 

gym-unity/gym_unity/envs/__init__.py

         return result
 
     def render(self, mode="rgb_array"):
+        """
+        Return the latest visual observations.
+        Note that it will not render a new frame of the environment.
+        """
         return self.visual_obs
 
     def close(self) -> None: