[BUG] The deprecation message of `DeprecatedRoute` doesn't show in the API response

Describe the bug The deprecation message of DeprecatedRoute doesn’t show in the API response

To Reproduce Steps to reproduce the behavior:

1. Checkout the branch
2. Check the DeprecatedRoute. Wait for a couple of seconds to allow the page to be redirected to the highlighted lines. This is the same approach using DeprecatedRoute as here.
3. Build security plugin: ./gradlew clean build -Dbuild.snapshot=false -x test
4. Get the security plugin zip file from build/distribution folder.
5. Install security plugin on OpenSearch 2.0
6. Log into OpenSearch node and go to the folder opensearch/config
7. Send the whitelist API request with super admin certs.

curl -k -i --cert kirk.pem --key kirk-key.pem https://localhost:9200/_plugins/_security/api/whitelist\?pretty -u admin:admin --insecure

Expected response The deprecation message("[/whitelist] is a deprecated endpoint. Please use [/allowlist] instead.") should show in the response

Actual response The deprecation message doesn’t show in the response or the logs.

HTTP/1.1 200 OK
content-type: application/json; charset=UTF-8
content-length: 171

{
  "config" : {
    "enabled" : false,
    "requests" : {
      "/_cluster/settings" : [
        "GET"
      ],
      "/_cat/nodes" : [
        "GET"
      ]
    }
  }
}

Plugins Security plugin

[reta]

@cliu123 you should be able to get Warning header by by adding

appender.header_warning.type = HeaderWarningAppender
appender.header_warning.name = header_warning                                                

to config/log4j2.properties.

[cliu123]

The expected behavior has been clarified! Thanks @tlfeng @reta! Closing the issue.