Warn name less components when internal is not set to true

**Describe the problem you have/What new integration you would like**
People often creates components, they set them an `id` but they set no `name` then the component does not show up on HA nor mqtt and they don't know why.
ESPHome implicitly sets those components as `internal: true`

I suggest:
* make `name` optional only if internal is set to true, or
* write a warning in the compiler if the name is not set and the component is not marked explicitly as internal

**Please describe your use case for this integration and alternatives you've tried:**

**Additional context**
I've seen this issue in several places already.

https://github.com/esphome/esphome-docs/pull/486

https://github.com/esphome/issues/issues/942