gdb: remove some trailing newlines from warning messages

While working on a later patch in this series, which tightens up some
of our pattern matching when using gdb_test, I ran into some failures
caused by some warnings having a trailing newline character.

The warning function already adds a trailing newline, and it is my
understanding that we should not be adding a second by including a
newline at the end of any warning message.

The problem cases I found were in language.c and remote.c, in this
patch I fix the cases I hit, but I also checked all the other warning
calls in these two files and removed any additional trailing newlines
I found.

In remote.c the warning actually had a newline character in the middle
of the warning message (in addition to the trailing newline), which
I've removed.  I don't think it's helpful to forcibly split a warning
as was done here -- in the middle of a sentence.  Additionally, the
message isn't even that long (71 characters), so I think removing this
newline is an improvement.

None of the expected test result need updating with this commit,
currently the patterns in gdb_test will match one or more newline
sequences, so the tests are as happy with one newline (after this
commit) as they are with two newlines (before this commit).  A later
commit will change gdb_test so that it is not so forgiving, and these
warnings would have caused some failures.

Reviewed-By: Tom Tromey <tom@tromey.com>