Our old warn_nonlocal_client_ports() would give a bogus warning for
every nonlocal port every time it parsed any ports at all. So if it
parsed a nonlocal socksport, it would complain that it had a nonlocal
socksport...and then turn around and complain about the nonlocal
socksport again, calling it a nonlocal transport or nonlocal dnsport,
if it had any of those.
Fixes bug 7836; bugfix on 0.2.3.3-alpha.
