`--gpu-index` is ineffective when using the Compatibility rendering method

### Tested versions

- Reproducible in: 4.2.1.stable, 4.3.dev cae759949

### System information

Godot v4.3.dev (cae759949) - Fedora Linux 39 (KDE Plasma) - X11 - GLES3 (Compatibility) - NVIDIA GeForce RTX 4090 (nvidia; 545.29.06) - 13th Gen Intel(R) Core(TM) i9-13900K (32 Threads)

### Issue description

`Engine.get_gpu_index()` isn't used in the `gl_manager_*` files, which means the `--gpu-index` command line argument is ignored when using the Compatibility rendering method.

This is because OpenGL doesn't offer as much control over GPU selection compared to Vulkan and Direct3D12.

@hpvb suggested we could implement support for `--gpu-index` when using EGL, but it probably can't be done when using GLX. In the meantime, we could print a warning when using `--gpu-index` with the Compatibility rendering method, but I don't know of a way to do this without having to modify *every* `gl_manager_*` file out there (since they don't inherit from a common class).

### Steps to reproduce

Start the project manager with `--gpu-index 0`, then `--gpu-index 1` and notice how the same GPU is always used, even on multi-GPU systems (or on systems with llvmpipe available).

### Minimal reproduction project (MRP)

N/A

Start by tracing Engine.get_gpu_index() and the gl_manager_* files used by the Compatibility renderer; compare how --gpu-index is handled in the Vulkan and Direct3D12 paths mentioned by the issue. Determine whether EGL can support selection and whether GLX cannot, then define and verify either the appropriate warning or support using --gpu-index 0 and 1 on a multi-GPU or llvmpipe system.

Written by the indexing model from the issue text.