Review/update behavior when user supplies instance id not in target entity index

Currently if a user passes an instance id that is not found in the target entity index, a row will silently be added to the feature matrix with default values.

We should review this behavior - is it desirable to add a row with default values in this case, or omit this row altogether? If we add this row, it would be good to warn the user that they supplied an id that wasn't in the target index and the row in the feature matrix will contain default values.