…c#195395)

## Summary

Recently while debugging a production issue where the Synthetics plugin
was receiving 401 errors while trying to reach the Synthetics Service
health endpoint, we isolated that there was an issue with the mTLS
handshake between Kibana and the service.

Unfortunately, we were unsure if there was some missing custom config
(especially relevant in Serverless Kibana), or if the certificate values
were not present in the first place.

Adding this warning will help us make this determination better in the
future when reviewing Kibana logs, as we will be assured if the config
is not defined via this warning.

(cherry picked from commit 8e986a6)