Document that tab completation can interfere with some SQL commands.

doc/src/sgml/ref/psql-ref.sgml

@@ -3272,7 +3272,10 @@ testdb=> \set PROMPT1 '%[%033[1;33;40m%]%n@%/%R%[%033[0m%]%# '
     exits and is reloaded when
     <application>psql</application> starts up. Tab-completion is also
     supported, although the completion logic makes no claim to be an
-    <acronym>SQL</acronym> parser.  If for some reason you do not like the tab completion, you
+    <acronym>SQL</acronym> parser.  The queries generated by tab-completion
+    can also interfere with other SQL commands, e.g. <literal>SET
+    TRANSACTION ISOLATION LEVEL</>.
+    If for some reason you do not like the tab completion, you
     can turn it off by putting this in a file named
     <filename>.inputrc</filename> in your home directory:
 <programlisting>