Core: Log warnings at call site, not Utils itself

[Zannick]

What is this fixing or adding?

When I run tests to generate all supported games, I get a lot of warnings like this:

Utils.py:879: UserWarning: Getting options from multiworld is now deprecated. Please use `self.options.enemy_shuffle` instead.
  warnings.warn(self.log_message)
Utils.py:879: UserWarning: Getting options from multiworld is now deprecated. Please use `self.options.enemy_health` instead.     
  warnings.warn(self.log_message)
Utils.py:879: UserWarning: Getting options from multiworld is now deprecated. Please use `self.options.accessibility` instead.    
  warnings.warn(self.log_message)

Adding in the appropriate keyword argument to the warnings library produces the actual code that needs to be updated:

worlds\alttp\__init__.py:844: UserWarning: Getting options from multiworld is now deprecated. Please use `self.options.glitches_required` instead.
  if self.multiworld.glitches_required[player] == 'no_logic':
worlds\alttp\__init__.py:846: UserWarning: Getting options from multiworld is now deprecated. Please use `self.options.small_key_shuffle` instead.
  if self.multiworld.small_key_shuffle[player] == small_key_shuffle.option_universal:
worlds\alttp\StateHelpers.py:27: UserWarning: Getting options from multiworld is now deprecated. Please use `self.options.retro_bow` instead.
  if state.multiworld.retro_bow[player]:

How was this tested?

python Generate.py --seed=42 --skip_output before and after, and then with deliberate usage of sweep_for_events and setting should_error to True for options access (in order to cover add_stacklevels).

[Exempt-Medic]

The changes LGTM, tested various warnings locally and they worked properly. I am confused why the import warnings were there in the first place though.

[nicholassaylor]

Significantly better, LGTM