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ARROW-13317: [Python] Improve documentation on what 'use_threads' does in 'read_feather'

Add to the documentation of [read_feather](https://arrow.apache.org/docs/_modules/pyarrow/feather.html#read_feather) info about `use_threads` in case it is set to `false`.

Closes #11475 from AlenkaF/ARROW-13317

Authored-by: Alenka Frim <frim.alenka@gmail.com>
Signed-off-by: Krisztián Szűcs <szucs.krisztian@gmail.com>