[DOCS] Update multi-target syntax page (#62192)

Co-authored-by: James Rodewig <40268737+jrodewig@users.noreply.github.com>

docs/reference/api-conventions.asciidoc

@@ -18,14 +18,18 @@ API, unless otherwise specified.
 Most APIs that accept a `<data-stream>`, `<index>`, or `<target>` request path
 parameter also support _multi-target syntax_.
 
-In multi-target syntax, you can use a comma-separated list to execute a request across multiple resources, such as
-data streams, indices, or index aliases: `test1,test2,test3`. You can also use
-{wikipedia}/Glob_(programming)[glob-like] wildcard (`*`)
-expressions to target any
-resources that match the pattern: `test*` or `*test` or `te*t` or `*test*.
+In multi-target syntax, you can use a comma-separated list to run a request on
+multiple data streams, indices, or index aliases: `test1,test2,test3`. You can
+also use {wikipedia}/Glob_(programming)[glob-like] wildcard (`*`) expressions to
+target resources that match a pattern: `test*` or `*test` or `te*t` or `*test*`.
 
 You can exclude targets using the `-` character: `test*,-test3`.
 
+IMPORTANT: Index aliases are resolved after wildcard expressions. This can
+result in a request that targets an excluded alias. For example, if `test3` is
+an index alias, the pattern `test*,-test3` still targets the indices for
+`test3`. To avoid this, exclude the concrete indices for the alias instead.
+
 Multi-target APIs that can target indices support the following query
 string parameters: