Skip membership chains check if no entities are to be checked

[adriansmares]

Summary

References https://github.com/TheThingsIndustries/lorawan-stack-support/issues/1003

Changes

• Deduplicate gateway identifiers before attempting to retrieve the gateways (otherwise we detect that one gateway was not found, which is wrong).
• Skip the membership chains check if no entities are to be checked.

Testing

Local testing using the steps from the original issue.

Regressions

N/A.

Checklist

• Scope: The referenced issue is addressed, there are no unrelated changes.
• Compatibility: The changes are backwards compatible with existing API, storage, configuration and CLI, according to the compatibility commitments in README.md for the chosen target branch.
• Documentation: Relevant documentation is added or updated.
• The steps/process to test this feature are clearly explained including testing for regressions.
• Changelog: Significant features, behavior changes, deprecations and fixes are added to CHANGELOG.md.
• Commits: Commit messages follow guidelines in CONTRIBUTING.md, there are no fixup commits left.