Add jQuery 1.x data attribute note

This adds a note about how nested data attributes do not work in
jQuery 1.x due to a bug with the `$.fn.data` method.

This is for https://github.com/select2/select2/issues/2969.

docs/options.html

@@ -76,7 +76,10 @@ $("select").select2({
     <p>
       You can also define nested configurations, which are typically needed for
       options such as AJAX. Each level of nesting should be separated by two
-      dashes (<code>--</code>) instead of one.
+      dashes (<code>--</code>) instead of one. Due to
+      <a href="https://github.com/jquery/jquery/issues/2070">a jQuery bug</a>,
+      nested options using <code>data-*</code> attributes
+      <a href="https://github.com/select2/select2/issues/2969">do not work in jQuery 1.x</a>.
     </p>
 
 <pre class="prettyprint linenums">