Wrong retention policy being used when filtering events (lint `ControlVarUsedAfterBlockViolation` `WPS441`) (#17272)

Fix loop var being used outside block.

Before this change, we were always using the last room_id's retention policy for all events being filtered.

I found this bug with the [new lint rule, `ControlVarUsedAfterBlockViolation` `WPS441`](https://github.com/astral-sh/ruff/pull/11769), that I re-implemented in `ruff`. Shout-out to @reivilibre for all the help in the beginning! 

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