pen: Offer the current window during promixity events on most platforms.

Fixes #12356.

include/SDL3/SDL_events.h

@@ -818,6 +818,9 @@ typedef struct SDL_PinchFingerEvent
  * is there." The pen touching and lifting off from the tablet while not
  * leaving the area are handled by SDL_EVENT_PEN_DOWN and SDL_EVENT_PEN_UP.
  *
+ * Not all platforms have a window associated with the pen during proximity
+ * events. Some wait until motion/button/etc events to offer this info.
+ *
  * \since This struct is available since SDL 3.2.0.
  */
 typedef struct SDL_PenProximityEvent