When leaving the last room shared with a remote user, the remote user is missing from `device_lists.left` in the `/sync` response, even when `lazy_load_members` is off

This issue has been migrated from [#13650](https://github.com/matrix-org/synapse/issues/13650).

---

1. Have a room with one local user, `@alice:local` and one remote user, `@bob:remote`.
2. Have `@alice:local` leave the room.
3. `@alice:local` does not observe `@bob:remote` in the `device_lists.left` section of /sync.
4. [If `@bob:remote` then updates their device list and `@alice:local` does a `/keys/query` request, the correct response is returned. This part is working.]
5. [If `@alice:local` rejoins the room, I believe `device_lists.changed` will contain `@bob:remote`, so nothing should break here.]

Not tested with `lazy_load_members` yet. I presume it's similarly buggy and even trickier to fix.