sdk_worker_main needlessly warns about missing main session file

If \--save_main_session is not used, _load_main_session will emit a warning:

```

No session file found: //pickled_main_session. Functions defined in __main__ (interactive session)
may fail.

```

Perhaps make this info level if \--save_main_session wasn't passed?
Aside: Is it safe to parse options before _load_main_session?

Also, what does "interactive session" mean here? The wording is from a 2017 commit (by [~altay]), and the new interactive runner comes to mind now instead.

Imported from Jira [BEAM-10299](https://issues.apache.org/jira/browse/BEAM-10299). Original Jira may contain additional context.
Reported by: udim.