Room directory servers receive device list updates even if the user never joins any room on that server

This issue has been migrated from [#10259](https://github.com/matrix-org/synapse/issues/10259).

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### Description

When another homeserver's room directory is added to Element Web, new device logins are reported to that homeserver regardless of whether the user ever joins any room in that directory.

### Steps to reproduce

- Open room directory in Element Web
- Change home server
- Add a new server
- Don't join anywhere
- Login to a new Matrix client

The added homeserver log receives a message:

```
[informational]: synapse.log 2021-06-26 19:51:50,738 - synapse.handlers.device - 691 - WARNING - PUT-97473 - Got device list update edu for '@mikaela:feneas.org'/'MEROZYVJOT', but don't share a room
[informational]: synapse.log 2021-06-26 19:51:50,828 - synapse.handlers.device - 691 - WARNING - PUT-97474 - Got device list update edu for '@mikaela:feneas.org'/'MEROZYVJOT', but don't share a room
[informational]: synapse.log 2021-06-26 19:52:37,047 - synapse.handlers.device - 691 - WARNING - PUT-97538 - Got device list update edu for '@mikaela:feneas.org'/'MEROZYVJOT', but don't share a room
```

### Version information

- **Homeserver**: feneas.org (account), liberta.casa (receiving)

- **Version**: 1.35.1 / unknown

- **Install method**: Docker / unknown

- **Platform**: https://git.feneas.org/feneas/infrastructure/ansible/-/tree/master/playbooks/roles/feneas-synapse / unknown