Properly purge state groups tables when purging a room (#18024)

Currently purging a complex room can lead to a lot of orphaned rows left
behind in the state groups tables.
It seems it is because we are loosing track of state groups sometimes.

This change uses the `room_id` indexed column of `state_groups` table to
decide what to delete instead of doing an indirection through
`event_to_state_groups`.

Related to https://github.com/element-hq/synapse/issues/3364.

### Pull Request Checklist

* [x] Pull request is based on the develop branch
* [x] Pull request includes a [changelog
file](https://element-hq.github.io/synapse/latest/development/contributing_guide.html#changelog).
* [x] [Code
style](https://element-hq.github.io/synapse/latest/code_style.html) is
correct
(run the
[linters](https://element-hq.github.io/synapse/latest/development/contributing_guide.html#run-the-linters))

---------

Co-authored-by: Erik Johnston <erikj@jki.re>

tests/rest/admin/test_room.py

@@ -3050,7 +3050,7 @@ PURGE_TABLES = [
     "pusher_throttle",
     "room_account_data",
     "room_tags",
-    # "state_groups",  # Current impl leaves orphaned state groups around.
+    "state_groups",
     "state_groups_state",
     "federation_inbound_events_staging",
 ]