Add deprecation warning to embedded MQTT broker

[emontnemery]

Description:

Add deprecation warning if embedded broker is configured, background in home-assistant/architecture#186

Pull request in home-assistant.io with documentation (if applicable): home-assistant/home-assistant.io#TODO

Checklist:

• The code change is tested and works locally.
• Local tests pass with tox. Your PR cannot be merged unless tests pass
• There is no commented out code in this PR.

If user exposed functionality or configuration variables are added/changed:

• Documentation added/updated in home-assistant.io

[github-actions]

Hey there @home-assistant/core, mind taking a look at this pull request as its been labeled with a integration (mqtt) you are listed as a codeowner for? Thanks!

[codecov]

Codecov Report

Merging #22753 into dev will increase coverage by <.01%.
The diff coverage is n/a.

@@            Coverage Diff             @@
##              dev   #22753      +/-   ##
==========================================
+ Coverage   93.83%   93.83%   +<.01%     
==========================================
  Files         448      449       +1     
  Lines       36524    36568      +44     
==========================================
+ Hits        34271    34315      +44     
  Misses       2253     2253

Impacted Files	Coverage Δ
homeassistant/components/zha/binary_sensor.py	90.47% <0%> (-1.91%)	⬇️
homeassistant/components/deconz/switch.py	100% <0%> (ø)	⬆️
homeassistant/components/darksky/sensor.py	97.72% <0%> (ø)	⬆️
homeassistant/components/deconz/binary_sensor.py	91.66% <0%> (ø)	⬆️
homeassistant/components/deconz/deconz_device.py	100% <0%> (ø)	⬆️
homeassistant/components/deconz/climate.py	98.18% <0%> (ø)	⬆️
homeassistant/components/deconz/scene.py	100% <0%> (ø)	⬆️
homeassistant/components/deconz/cover.py	100% <0%> (ø)	⬆️
homeassistant/components/deconz/const.py	100% <0%> (ø)	⬆️
homeassistant/components/deconz/light.py	100% <0%> (ø)	⬆️
... and 5 more

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