SPIDER_CONN::loop_check_meraged_first is useless, because all
SPIDER_CONN_LOOP_CHECKs are in SPIDER_CONN::loop_check_queue, which in
spider_db_conn::fin_loop_check() is iterated over.

This fixes the use-after-free issue when there are three spider tables
sharing the same remote, and their corresponding
SPIDER_CONN_LOOP_CHECKs getting merged in
spider_conn_queue_and_merge_loop_check()

This also fixes MDEV-34555