scripts: kconfig: Turn malformed .config lines into errors

The warning from Kconfiglib might be hard to spot, and the problem is
easily fixed right away (note that malformed .config lines are different
from assignments to undefined symbols).

Do not make malformed .config lines an error in Kconfiglib itself (just
a warning), as you end up with messy "half-loaded" configurations.

Suggested by Marti Bolivar.

Piggyback some minor cleanups in kconfig.py. Make the warning for
configuration settings that didn't match the final value go to stderr,
for consistency.

Signed-off-by: Ulf Magnusson <ulfalizer@gmail.com>