Clarify loss of DAG behavior with `needs:pipeline`

doc/ci/yaml/index.md

@@ -1820,6 +1820,11 @@ build_job:
 
 You can't download artifacts from jobs that run in [`parallel:`](#parallel).
 
+When using `needs` to download artifacts from another pipeline, the job does not wait for
+the needed job to complete. [Directed acyclic graph](../directed_acyclic_graph/index.md)
+behavior is limited to jobs in the same pipeline. Make sure that the needed job in the other
+pipeline completes before the job that needs it tries to download the artifacts.
+
 To download artifacts between [parent-child pipelines](../pipelines/parent_child_pipelines.md),
 use [`needs:pipeline`](#artifact-downloads-to-child-pipelines).