perf parse-events: Warn if a cpu term is unsupported by a CPU

perf parse-events: Warn if a cpu term is unsupported by a CPU

Factor requested CPU warning out of evlist and into evsel. At the end
of adding an event, perform the warning check. To avoid repeatedly
testing if the cpu_list is empty, add a local variable.

```
$ perf stat -e cpu_atom/cycles,cpu=1/ -a true
WARNING: A requested CPU in '1' is not supported by PMU 'cpu_atom' (CPUs 16-27) for event 'cpu_atom/cycles/'

 Performance counter stats for 'system wide':

   <not supported>      cpu_atom/cycles/

       0.000781511 seconds time elapsed
```

Reviewed-by: Thomas Falcon <thomas.falcon@intel.com>
Signed-off-by: Ian Rogers <irogers@google.com>
Tested-by: James Clark <james.clark@linaro.org>
Link: https://lore.kernel.org/r/20250719030517.1990983-2-irogers@google.com
Signed-off-by: Namhyung Kim <namhyung@kernel.org>