The COPY ... TO Options should indicate that some options aren't supported in some formats.

[kennycarruthers]

The documentation for COPY ... TO Options should indicate that some options might not be available depending on the FORMAT being used.

https://duckdb.org/docs/sql/statements/copy.html#copy--to-options

For example, when FORMAT = json, attempting to include the return_files option generates a BinderException because of an "Unknown option". Including return_files when FORMAT = csv or FORMAT = parquet does not produce any errors.

When possible, it would be helpful if the documentation indicated which formats support which options (as it does lower down where there are specific sections for csv, json and parquet specific options.