pkg: Display error message when no dependencies exist in `dune-project`

[Leonidas-from-XIV]

As a follow-up/replacement of #11555 this PR displays an warning if the package to be locked is declared in dune-project but has no dependencies.

I could imagine an additional step of reading the OPAM file and actually erroring out if it has dependencies declared there. That sounds like something we don't want to support. WDYT?

[gridbugs]

Can you add a test of the new behaviour.

[Leonidas-from-XIV]

There is something really wrong that it displays the warning 4 times (which at least points to the fact that we're doing 4x as much work as we should), I'm investigating this.

[Alizter]

@Leonidas-from-XIV Are you planning to rebase this soon?

[Leonidas-from-XIV]

Fixing the error message being displayed 4x is a bigger endeavor, as the issue is that the build files get loaded multiple times as part of the build. I tried to refactor the loading but it was a massive change. So unless I stick a ref in here (let displayed = ref false) it is too much effort to solve it properly.