Even if it is documented, arn't people know it by running their code on Python 3.7?  How the document help them?
It's very easy to know `errno` module when find ImportError.  And it's much easier than checking "waht's new" document.  So I doubt it's worth.

And if people see the document, people may think "all removed subimports should be documented" although only os.errno is special.

If document os.errno removal, please note about all undocumented subimports are implementation detail and will be removed without any timing, even on micro version.  (We will remove subimports for various reasons; avoiding huge unnecessary dependency, fixing regression caused by circular imports, etc...)