ERR: doc update for ParsingError (#25414)

Closes gh-22881

Author: sudhirmohanraj

pandas/errors/__init__.py

@@ -32,6 +32,8 @@ class UnsortedIndexError(KeyError):
 class ParserError(ValueError):
     """
     Exception that is raised by an error encountered in `pd.read_csv`.
+
+    e.g. HTML Parsing will raise this error.
     """