Add rationale for closing tx below dust

Explain why we must force-close channels for which the closing tx doesn't
meet bitcoin's default relay policies.

02-peer-protocol.md

@@ -695,6 +695,12 @@ to have a maximum feerate. It may want a minimum feerate, however, to ensure
 that the transaction propagates. It can always use CPFP later to speed up
 confirmation if necessary, so that minimum should be low.
 
+It may happen that the closing transaction doesn't meet bitcoin's default relay
+policies (e.g. when using a non-segwit shutdown script for an output below 546
+satoshis, which is possible if `dust_limit_satoshis` is below 546 satoshis).
+No funds are at risk when that happens, but the channel must be force-closed as
+the closing transaction will likely never reach miners.
+
 ## Normal Operation
 
 Once both nodes have exchanged `funding_locked` (and optionally [`announcement_signatures`](07-routing-gossip.md#the-announcement_signatures-message)), the channel can be used to make payments via Hashed Time Locked Contracts.