Add links to relevant issues in scripts/ee-files-location-check

What does this MR do?

This adds links to issues that either:

• explain either why we whitelist a specific path for EE-only files
• tracks the progress on moving all the EE-only files from this path to ee/<path>

Does this MR meet the acceptance criteria?

• Review
  • Has been reviewed by Backend
• Conform by the merge request performance guides
• Conform by the style guides
• Squashed related commits together