fix(cdn): Emit console warning instead of error for integration shims

[mydea]

This is a bit less "in your face" which is probably more appropriate here - it is not really an error, we just want to let the user know that the integration is not doing anything.

fixes getsentry/sentry#63085

[github-actions]

size-limit report 📦

Path	Size
@sentry/browser (incl. Tracing, Replay, Feedback) - Webpack (gzipped)	77.12 KB (+0.02% 🔺)
@sentry/browser (incl. Tracing, Replay) - Webpack (gzipped)	68.48 KB (+0.02% 🔺)
@sentry/browser (incl. Tracing, Replay) - Webpack with treeshaking flags (gzipped)	62.14 KB (+0.02% 🔺)
@sentry/browser (incl. Tracing) - Webpack (gzipped)	32.52 KB (+0.04% 🔺)
@sentry/browser (incl. Feedback) - Webpack (gzipped)	31.09 KB (0%)
@sentry/browser - Webpack (gzipped)	22.44 KB (0%)
@sentry/browser (incl. Tracing, Replay, Feedback) - ES6 CDN Bundle (gzipped)	74.8 KB (+0.02% 🔺)
@sentry/browser (incl. Tracing, Replay) - ES6 CDN Bundle (gzipped)	66.45 KB (+0.03% 🔺)
@sentry/browser (incl. Tracing) - ES6 CDN Bundle (gzipped)	32.28 KB (+0.04% 🔺)
@sentry/browser - ES6 CDN Bundle (gzipped)	24.09 KB (+0.01% 🔺)
@sentry/browser (incl. Tracing, Replay) - ES6 CDN Bundle (minified & uncompressed)	209.47 KB (+0.02% 🔺)
@sentry/browser (incl. Tracing) - ES6 CDN Bundle (minified & uncompressed)	97.52 KB (+0.04% 🔺)
@sentry/browser - ES6 CDN Bundle (minified & uncompressed)	72.08 KB (-0.01% 🔽)
@sentry/browser (incl. Tracing) - ES5 CDN Bundle (gzipped)	35.3 KB (+0.05% 🔺)
@sentry/react (incl. Tracing, Replay) - Webpack (gzipped)	68.86 KB (+0.03% 🔺)
@sentry/react - Webpack (gzipped)	22.48 KB (0%)
@sentry/nextjs Client (incl. Tracing, Replay) - Webpack (gzipped)	85.55 KB (+0.02% 🔺)
@sentry/nextjs Client - Webpack (gzipped)	49.66 KB (+0.03% 🔺)
@sentry-internal/feedback - Webpack (gzipped)	17.11 KB (0%)