Spaces: leaving a space and rooms also leaves rooms in other spaces

### Steps to reproduce

1. I have two spaces (S1 and S2), and I added the same private room R1 to both of these spaces.
2. I decided to leave one of the spaces (S1), as it was redundant. I chose the option to leave the space and all the rooms in the space, as I didn't want the duplicate rooms to be just lying around.
3. In checking the other space, S2, I see that the room R1 is no longer there.

The real problem for me is that I was the only person in R1 and I can no longer access it. It has a an active bridge to slack, and I can not unlink it.

### Outcome

I thought that by leaving the space and rooms in S1 that S2 would be entirely unaffected.

I kind of understand why my logic might be flawed, but many people would probably make the same mistake. In essence, I thought that I was removing a soft link to a room, not the actual room itself. Is the casual user really supposed to understand the difference?

I have three possible solutions to this problem:

1. The description of "leaving a space with all rooms" should be more clear. It should note that if the room is also in another space, that you will be removed from the room in that space as well.
2. The client should warn you if the room is in another space, so that you know that you will be leaving the room elsewhere.
3. The client should not leave the room if it is found in another space.

### Operating system

_No response_

### Browser information

_No response_

### URL for webapp

_No response_

### Application version

_No response_

### Homeserver

matrix.org

### Will you send logs?

Yes

No file, test, or entry point is named. Start by reproducing the S1/S2 and shared-room scenario from the issue, then clarify which of the three proposed behaviors is intended; done means the chosen behavior is implemented and the cross-space room case is covered by a regression test.

Written by the indexing model from the issue text.