[BUG] Python does not read all keys from registry if feature is defined with multiple keys

[blrchen]

Willingness to contribute

No. I cannot contribute a bug fix at this time.

Feathr version

v0.7.2

System information

• OS Platform and Distribution (e.g., Linux Ubuntu 20.0):
• Python version:
• Spark version, if reporting runtime issue:

Describe the problem

Reported by Piyush:
Hi, I was checking out this PR: https://github.com/feathr-ai/feathr/pull/601/files, seems like this now limits to reading only single key per feature while reading it back from registry, however, While defining the features there is a provision of associating multiple keys with a Feature. while testing out the fix, this is again causing a key mismatch, but in a different form.

Expected:

1. Python client should read all keys from registry in _get_features_by_guid_or_entities
2. Add a test case

Tracking information

No response

Code to reproduce bug

No response

What component(s) does this bug affect?

• Python Client: This is the client users use to interact with most of our API. Mostly written in Python.
• Computation Engine: The computation engine that execute the actual feature join and generation work. Mostly in Scala and Spark.
• Feature Registry API: The frontend API layer supports SQL, Purview(Atlas) as storage. The API layer is in Python(FAST API)
• Feature Registry Web UI: The Web UI for feature registry. Written in React