Avoid warning with keywords not provided by the user
Avoid warning with keywords not provided by the user

Fix #8830. In the code added in #7157 a check is done on `header` but
then it iterates on `self._header` which is updated with the coldefs. So
I think that we can iterate on `header` instead, to avoid reporting
warnings for keywords that were not provided by the user.

lpsinger/astropy,saimn/astropy,astropy/astropy,lpsinger/astropy,larrybradley/astropy,pllim/astropy,StuartLittlefair/astropy,pllim/astropy,lpsinger/astropy,dhomeier/astropy,dhomeier/astropy,MSeifert04/astropy,astropy/astropy,MSeifert04/astropy,dhomeier/astropy,StuartLittlefair/astropy,mhvk/astropy,aleksandr-bakanov/astropy,saimn/astropy,mhvk/astropy,saimn/astropy,MSeifert04/astropy,larrybradley/astropy,mhvk/astropy,mhvk/astropy,aleksandr-bakanov/astropy,bsipocz/astropy,mhvk/astropy,dhomeier/astropy,lpsinger/astropy,lpsinger/astropy,bsipocz/astropy,StuartLittlefair/astropy,StuartLittlefair/astropy,pllim/astropy,stargaser/astropy,bsipocz/astropy,stargaser/astropy,astropy/astropy,MSeifert04/astropy,dhomeier/astropy,larrybradley/astropy,pllim/astropy,astropy/astropy,stargaser/astropy,bsipocz/astropy,larrybradley/astropy,aleksandr-bakanov/astropy,aleksandr-bakanov/astropy,pllim/astropy,saimn/astropy,saimn/astropy,StuartLittlefair/astropy,astropy/astropy,larrybradley/astropy,stargaser/astropy