Sometimes we fail to fetch events during backfill due to missing state,
and we often end up querying the same bad events periodically (as people
backpaginate). In such cases its likely we will continue to fail to get
the state, and therefore we should try *before* loading the state that
we have from the DB (as otherwise it's wasted DB and memory).

Co-authored-by: reivilibre <oliverw@matrix.org>