Warn about auto-installation in some `rustup` subcommands

[rami3l]

Follow-up to #4836: a deprecation warning should be added to the v1.29 releases regarding the upcoming breaking changes in #4840.

PS: This deprecation warning is important because I've seen people using e.g. rustup show to install the active toolchain, as there was a time when rustup toolchain install wasn't available (v1.27 and earlier) and that was the only way to install the active toolchain without calling the proxy.