docs(setup): note uv's possible network dependency in the setup chain

[gmoncor]

What: Add a short note after the existing "uv is required" sentence stating that the first uv run in this chain may need network access to fetch a managed Python interpreter, with no supported offline mode.

Why: setup.md's current text leaves the agent with no way to warn the user when a machine has no internet access and the first uv run stalls or fails for a non-obvious reason.

How:

• Add one or two sentences after the "uv is required" text describing the possible interpreter-download requirement.
• Instruct the agent to warn the user if the machine appears offline.

Testing: Read-through of the modified section; doc-only change, no test suite applies.

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