Fix device_registry cleanup behavior

[alengwenus]

Proposed change

PR #35106 introduced the async_cleanup callback in device_registry.py which ensures that all devices without reference to an entity or reference to a config_entry are removed from the device registry.
Other than stated in the PR, all devices are removed which are not referenced by an entity.
Currently there is no check if instead they are referenced by a config_entry. The latter occurs for example for hubs or hardware devices containing many sensors. Those devices are usually not directly linked to an entity but managed by a config_entry.

Type of change

• Dependency upgrade
• Bugfix (non-breaking change which fixes an issue)
• New integration (thank you!)
• New feature (which adds functionality to an existing integration)
• Breaking change (fix/feature causing existing functionality to break)
• Code quality improvements to existing code or addition of tests

Additional information

• This PR fixes or closes issue: fixes Devices with reference to existing config_entry are removed from device_registry at startup #35940
• This PR is related to issue: Changing HomeKit options in the integrations panel adds another HomeKit bridge #35851
• Link to documentation pull request:

Checklist

• The code change is tested and works locally.
• Local tests pass. Your PR cannot be merged unless tests pass
• There is no commented out code in this PR.
• I have followed the development checklist
• The code has been formatted using Black (black --fast homeassistant tests)
• Tests have been added to verify that the new code works.

If user exposed functionality or configuration variables are added/changed:

• Documentation added/updated for www.home-assistant.io

If the code communicates with devices, web services, or third-party tools:

• The manifest file has all fields filled out correctly.
  Updated and included derived files by running: python3 -m script.hassfest.
• New or updated dependencies have been added to requirements_all.txt.
  Updated by running python3 -m script.gen_requirements_all.
• Untested files have been added to .coveragerc.

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[MartinHjelmare]

Looks good!