When storage is not initialized, write the error message to stderr instead of stdout

Summary:
We have to do some garbage nonsense to write database backups right now, see T6996.

When storage isn't initialized, we previously ended up with this message gzipped in a file and an empty error. Make the behavior slightly more tolerable.

Test Plan: Saw a meaningful error after trying to back up an uninitialized database.

Reviewers: btrahan

Reviewed By: btrahan

Subscribers: epriestley

Differential Revision: https://secure.phabricator.com/D11449