README: Document array buffer sharing policy

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@@ -58,6 +58,14 @@ as precisely as you want to GHC what exactly you're doing.
 Below the surface layer, there is a more low-level wrapper (`XArray`) around
 `orthotope` that defines a non-nested `Mixed`-style array type.
 
+**Be aware**: `ox-arrays` attempts to preserve sharing as much as possible.
+That is to say: if a function is able avoid copying array data and return an
+array that references the original underlying `Vector`, it may do so. For
+example, this means that if you convert a nested array to a list of arrays, all
+returned arrays reference part of the original array without copying. This
+makes `mtoList` fast, but also means that memory may be retained longer than
+you might expect.
+
 Here is a little taster of the API, to get a sense for the design:
 
 ```haskell