Issue warnings when lazy-download is not used.

Previously, when lazy-download was not used because:
- The cache directory was not writable,
- The cache filesystem was too small, OR
- The cache filesystem was thought to be on a remote filesystem,
then lazy-download was turned off without warning.

This made debugging issues difficult - especially as turning off
lazy-download can cause merges to go many times slower.

We now issue a reasonably-worded warning when this happens.
Merge pull request #6476 from bbockelm/lazy-download-warnings

Issue warnings when lazy-download is not used.