[BUG] Auth Mode Configuration Parameter lost after updating using a magic

[bechbd]

Describe the bug
When updating the graph notebook config using the %%graph_notebook_config or %%graph_notebook_host magics, lose the authorization parameter auth_mode in the configuration.

To Reproduce
Steps to reproduce the behavior:

1. Create a new notebook and verify that the auth_mode parameter exists
2. Update the configuration using the magics
3. Check the configuration and the auth_mode parameter does not exist

[bechbd]

Upon further investigation, this was root caused to using a host not in the allowlist configuration, so it was only saving the relevant parameters.

My request here is to make it more explicit that only part of the configuration has been saved due to unneeded parameters in the request. Something like

The provided configuration contains parameters that are not required for the selected configuration.  These parameters have not been saved. 

Bonus points if we can list out the parameters.