Persist message if file cannot be found

[jidanni]

Let's say the user gives a filename that JOSM cannot find, e.g.,
GET ​http://localhost:8111/open_file?filename=file.osm instead of the correct
GET ​http://localhost:8111/open_file?filename=$PWD/file.osm
Well what happens is a very brief message flashes upon the terminal and then disappears, that is it.
The user is left scratching his head.