Managed Mjolnirs are being informed of every event sent to the appservice

The mjolnirs will still compare the event against their joined/protected rooms deeper in the chain, so they won't act on any events in rooms they're not joined to or protecting, but this still is problematic and we should have defence in depth.
https://github.com/matrix-org/mjolnir/blob/818e4cf3153015591b5175d584f542df10e7951b/src/Mjolnir.ts#L533-L558
https://github.com/matrix-org/mjolnir/blob/818e4cf3153015591b5175d584f542df10e7951b/src/ProtectedRoomsSet.ts#L176-L178

Inspiration should be taken from bridges on how they manage tracking of rooms. The thing is you shouldn't do this naively because it does duplicate effort. Mjolnir instance already track which rooms they are joined to and are protecting, we just don't have a way to map from a roomId to a set of Mjolnirs that are joined to that room.

https://github.com/matrix-org/mjolnir/blob/818e4cf3153015591b5175d584f542df10e7951b/src/appservice/MjolnirManager.ts#L99-L104

Start with src/Mjolnir.ts lines 533-558 and src/ProtectedRoomsSet.ts lines 176-178 to trace how events are checked against joined and protected rooms. Then read src/appservice/MjolnirManager.ts lines 99-104 and compare room-tracking approaches used by bridges. Done means event notifications are limited to relevant Mjolnir instances without losing existing room protection behavior.