[DDC-3179] EntityNotFoundException on the postRemove event if the entity is a proxy

This PR tries to fix [DDC-3179](http://www.doctrine-project.org/jira/browse/DDC-3179).

I'm not sure if it is the way to go as this PR has a big drawback: it **always** loads proxies which needs to be removed regardless if there is an postRemove event for it. Anyway, there is no way to determine if there is an event for a specific entity in a lifecycle callback context.

For now, to fix it in our side, we have registered a listener on the preRemove event and load the proxy there.
I think we're fine with documenting this as a known limitation, as the ORM can only apply cascade operations on already loaded objects.

@egeloen can you change the pull request so that it changes documentation only instead?