msf-action GHA consider using GHA annotations format

[ccoVeille]

I got the following idea when we talked about the mdsf format output.

I do think that the actual logs made by mdsf could be simplified.

When I look at 100 lines of uncolored text like this I get a bit overwhelmed

Originally posted by @hougesen in #1065 (comment)

Using annotations can help users to spot errors