scripts: kconfig: Use unique_{defined_syms,choices} and clean up a bit

 - Use Kconfig.unique_{defined_syms,choices} to avoid redundant checks
   for symbols/choices defined in multiple locations. These were
   recently added to Kconfiglib.

 - Remove the comment about the alldefconfig starting state. It probably
   isn't useful here.

 - Print the messages about loading configuration files just before they
   are actually loaded. That looks less confusing if one of them fails
   to load.

 - Line-wrap the error message about non-whitelisted warnings.

 - Misc. other minor code cleanup.

Signed-off-by: Ulf Magnusson <Ulf.Magnusson@nordicsemi.no>