fix(watcher): downgrade expected startup warning to debug

During startup, locations are loaded from the database before the
FsWatcher service connects. This triggers a warn!() for every location
saying "FsWatcher not connected". However, PersistentEventHandler::start()
has a recovery mechanism that re-registers all locations once the watcher
is connected, so this is expected behavior, not an actual error.

Change warn!() to debug!() and clarify the message to indicate the
deferred registration will happen on start().

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>