Add warning for unknown pipeline options (#29474)

* add warning for unknown args

* bulk print warnings

sdks/python/apache_beam/options/pipeline_options.py

@@ -64,7 +64,7 @@
 
 
 def _static_value_provider_of(value_type):
-  """"Helper function to plug a ValueProvider into argparse.
+  """Helper function to plug a ValueProvider into argparse.
 
   Args:
     value_type: the type of the value. Since the type param of argparse's
@@ -334,6 +334,10 @@ def get_all_options(
 
     known_args, unknown_args = parser.parse_known_args(self._flags)
     if retain_unknown_options:
+      if unknown_args:
+        _LOGGER.warning(
+            'Unknown pipeline options received: %s. Ignore if flags are '
+            'used for internal purposes.' % (','.join(unknown_args)))
       i = 0
       while i < len(unknown_args):
         # Treat all unary flags as booleans, and all binary argument values as