clippy: possibly unexpected user experience with cap-lints=warn and user-defined --deny flags

[krasimirgg]

@buchgr noticed on #2451 (comment) that the current behavior to cap-lints when combined with user-defined --deny flags might be unexpected for users, as those will be down-graded to warnings:

However, I'd expect the rules to error if a an unsupported deny lint is specified, rather than silently ignore it.

Also related to #1264.