Update expansions section in docs/expansions_and_fields.rst

Update expansions section in docs/expansions_and_fields.rst

The term "___ object" is used in a natural language context, and Twitter's official documents do use lower cases for "user" and "event". Also, indeed, query parameters' descriptions in all three Direct Messages lookup API references ([1](https://developer.twitter.com/en/docs/twitter-api/direct-messages/lookup/api-reference/get-dm_events) [2](https://developer.twitter.com/en/docs/twitter-api/direct-messages/lookup/api-reference/get-dm_conversations-with-participant_id-dm_events) [3](https://developer.twitter.com/en/docs/twitter-api/direct-messages/lookup/api-reference/get-dm_conversations-dm_conversation_id-dm_events)) use the term "Direct Message conversation event", though in the informal abstract/intro sections they use "Direct Messages (DM) events", "Direct Messages" and "Messages" interchangeably.

Co-authored-by: Harmon <Harmon758@gmail.com>