Update documentation with Known issues

[NJ3rsey]

✏️ Summary of Changes

Update doc with Known issues for Dex deployment

✅ Contributor Checklist

• I have tested these changes with kustomize. See Installation Prerequisites.
• All commits are signed-off to satisfy the DCO check.
• I have considered adding my company to the adopters page to support Kubeflow and help the community, since I expect help from the community for my issue (see 1. and 2.).

[google-oss-prow]

[APPROVALNOTIFIER] This PR is NOT APPROVED

This pull-request has been approved by:
Once this PR has been reviewed and has the lgtm label, please assign axel7083, yanniszark for approval. For more information see the Kubernetes Code Review Process.

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• common/dex/OWNERS
• common/oauth2-proxy/OWNERS

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[juliusvonkohout]

Thank you for the PR @NJ3rsey. Can you please sign your commits such that the DCo tests succeeds. See https://github.com/kubeflow/manifests/pull/3255/checks?check_run_id=52142376569

[juliusvonkohout]

/ok-to-test