SSO login uses in-memory cache which breaks with multiple workers

This issue has been migrated from [#9427](https://github.com/matrix-org/synapse/issues/9427).

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When you register a new account via SSO, we keep some state in memory (the 'username picker session'), so you have to make sure that all endpoints which use that state hit the same worker. It also means that restarts of that worker will break the sessions of any users trying to register at that point.