Addresses #2741 (comment) and the respective item of #2633.

I also made some smaller code changes, hence this is a standalone PR instead of being included in the doc fixes pr.
In addition to updating the docs of Message, I also made corresponding changes to Poll and Game. Note that there are also classes like InlineQueryResult* which have a caption_entities attribute. However, those classes are used as input for API methods and having those attributes always be list would make problems - we'd have to somehow decide when to pass an empty list to TG and when to skip the parameter. So I left them as is.

Checklist for PRs

• Added .. versionadded:: version, .. versionchanged:: version or .. deprecated:: version to the docstrings for user facing changes (for methods/class descriptions, arguments and attributes)
• Created new or adapted existing unit tests
• Documented code changes according to the CSI standard
• Added myself alphabetically to AUTHORS.rst (optional)
• Added new classes & modules to the docs and all suitable __all__ s