Avoid warning about affinity on Blue Gene, reduce warnings

Avoid warning about affinity on Blue Gene, reduce warnings

- Blue Gene does not migrate threads, so don't warn about
  affinity setting not being available.
- To avoid flooding users with warnings, just use warnings
  when it is very likely the user did something incorrect
  when setting pinning options, but notes when it might be
  a property of the platform, or when it is not severe.

Fixes #1703.

Change-Id: Idaa781959e0997f6737593a8fd9243d6a979a493