Function load_must_train 

pub fn load_must_train(
    must_train_file: Option<&str>,
    selection_on: bool,
) -> Result<Option<MustTrainFeatures>>

Load the --must-train-features list, but only when a feature selection is actually running.

With selection off every feature is trained already, so the list has nothing to promote — silently doing nothing would look like the flag worked, so say so.