doc: releases: 4.1: Mention "imply NVS" removal in OpenThread.

The NET_L2_OPENTHREAD symbol no longer implies the NVS Kconfig
option. Platforms using OpenThread must explicitly enable either
NVS or ZMS option.

A release note and migration guide entries were added.

Signed-off-by: Arkadiusz Balys <arkadiusz.balys@nordicsemi.no>