[Console] improve deprecation warning triggers

| Q             | A
| ------------- | ---
| Bug fix?      | yes
| New feature?  | no
| BC breaks?    | no
| Deprecations? | no
| Tests pass?   | yes
| Fixed tickets | #12771, #12791
| License       | MIT
| Doc PR        |

Since the default helper set of the Console `Application` relies on
the `DialogHelper`, the `ProgressHelper` and the `TableHelper`, there
must be a way to not always trigger `E_USER_DEPRECATION` errors when
one of these helper is used.
We could also remove the `'dialog' === $name` check if you agree that checking for the object type is sufficient. I just decided to stick with the keys used by the default helper set (the same applies to the two checks below).