However, this warning will not be emitted if deleting all modules (this is
done by "theano-cache clear", for instance).

Partly reverts 5ff6e487f285.

Revert f46a8b820217, 90b692809391 and 6d8724480dab.

That was printed directly to stdout, regardless of the redirection set
by nosetests. I have no idea how print in C to Python's sys.stdout.

This should avoid flooding the buildbot's output.

That test passes now, but will fail in the future when the CLinker is modified
so the C code is able to access memory in the storage_map.

Razvan actually wrote that commit.

Test it too.