Improve user experience when using `always_keep_download = yes`

[delgurth]

As discussed here: https://github.com/asdf-vm/asdf/discussions/905

should we introduce a warning to the user about always_keep_download = yes not working if the plugin does not contain a bin/download script?

Please add a warning in the install phase when we detect the user has configured always_keep_download = yes and the plugin the user is using does not have the required bin/download script to be able to support this.

This to prevent bug reports in plugins like: https://github.com/halcyon/asdf-java/issues/125

This warning might also be an incentive to plugin developers to add the bin/download script. So I guess this warning should also include a link to documentation to explain what is needed from the plugin developer.