Reduce set building in get_entities_changed

This line shows up as about 5% of cpu time on a synchrotron:

    not_known_entities = set(entities) - set(self._entity_to_key)

Presumably the problem here is that _entity_to_key can be largeish, and
building a set for its keys every time this function is called is slow.

Here we rewrite the logic to avoid building so many sets.