Describe the bug

When reading a raw EEGLAB format data file that contains:

1. EOG channels
2. channel locations

and when setting the eog parameter of the read_raw_eeglab function,
then a warning is raised:

RuntimeWarning: Not setting positions of 2 eog channels found in montage:
['VEOG', 'HEOG']
Consider setting the channel types to be of EEG/sEEG/ECoG/DBS/fNIRS using inst.set_channel_types before calling inst.set_montage, or omit these channels when creating your montage.
raw = mne.io.read_raw_eeglab(fname_set, eog=["VEOG", "HEOG"])

Steps to reproduce

1. download EMP01.set and EMP01.fdt from https://uni-muenster.sciebo.de/s/zg2U8xVNZbRHqzg?path=%2Feeg_eeglab
2. run the following code:

# %%
import mne

fpath = "~/Downloads/EMP01.set"

# this raises the warning
raw = mne.io.read_raw_eeglab(fpath, eog=["VEOG", "HEOG"])

# NOTE: this passes fine (but VEOG and HEOG have the eeg ch_type instead of the correct eog ch_type)
raw = mne.io.read_raw_eeglab(fpath)

Expected results

No warning should be raised, because the function already has the information about eog channels.

Actual results

RuntimeWarning: Not setting positions of 2 eog channels found in montage:
['VEOG', 'HEOG']
Consider setting the channel types to be of EEG/sEEG/ECoG/DBS/fNIRS using inst.set_channel_types before calling inst.set_montage, or omit these channels when creating your montage.
raw = mne.io.read_raw_eeglab(fname_set, eog=["VEOG", "HEOG"])