CI: Print warnigns on stderr as well

What does this MR do and why?

This side steps sync problems in CI trace logs and makes printing consistent.

For example: https://gitlab.com/gitlab-org/gitlab/-/jobs/3525673683.

Refs #386693 (comment 1221407748)

Screenshots or screen recordings

Before	After

How to set up and validate locally

1. Create foo.sh and make it executable with chmod a+x foo.sh:

#!/bin/bash

warn() {
  echo "$*" >&2
}

warn "foo"
warn "Type application/netcdf is already registered as a variant of application/netcdf."

2. Test via fail_on_warnings ./foo.sh
3. Silence stdout via fail_on_warnings ./foo.sh >/dev/null
4. Silence stderr via fail_on_warnings ./foo.sh 2>/dev/null

MR acceptance checklist

This checklist encourages us to confirm any changes have been analyzed to reduce risks in quality, performance, reliability, security, and maintainability.

• I have evaluated the MR acceptance checklist for this MR.