docs: mention result is wrapped in Data in data_factory() docs

actix-web/src/app.rs

@@ -129,6 +129,8 @@ where
     ///
     /// Data items are constructed during application initialization, before the server starts
     /// accepting requests.
+    ///
+    /// The returned data value `D` is wrapped as [`Data<D>`].
     pub fn data_factory<F, Out, D, E>(mut self, data: F) -> Self
     where
         F: Fn() -> Out + 'static,