Realized this runs into issues if it's set in config, then we warn even if there is one set.

Manually confirmed that:

1. No env var and default config adds warning
2. No env var and no config file existing adds warning
3. No env var but set config adds no warning
4. No env var and no config option at all adds no warning (the user removed the option entirely, so they may be using a yaml config) (we could add a case for this but the script is so heavy already)
5. Any url is set in yaml config adds no warning
6. Any url is set in namespaced yaml config adds no warning