Consider warning users that tunnel can't be configured after first time setup

[benfrancis]

As a user I wish that I want to be warned that if I skip configuring the remote access service during first time setup I won't be able to configure it later, so that I don't have to reflash my gateway and lose all of my other configuration and data just to configure the tunnel.

Suggested by @disquisitioner during a documentation review.

Ideally we would just implement #1052 instead.