Clarify slot vs worktree lifecycle in UI

[serabi]

Context

The x key close confirm dialog mentions closing the slot, but users might expect it also cleans up the worktree. The distinction between "cmux pane" and "on-disk worktree" isn't surfaced anywhere in the UI. This causes confusion about what persists after closing.

Requirements

• Update the x key confirm dialog to clarify that only the pane is being closed, not the worktree
• Consider showing worktree status in the slot bar (e.g., "slot closed, worktree remains")
• Add help text explaining the difference between slots and worktrees

Related

Part of the worktree workflow improvements tracking issue.