Make anyone happy about warnings and margin in filtering.

[samuelgarcia]

Make anyone happy about warnings and margin in filtering:

• avoid unnecessary wrning when not needed
• do not warn when loading old spikeinterface files
• warn and raise for new case
• do warn but not raise when loading old spikeinterface files in LFP cases.

@alejoe91 @yger @chrishalcrow

this will close #4334