Validate activities in setOnActivities

Summary:
This fixes a bug I had where Session Management restored a window on an
activity that didn't exist that, meaning I was unable to access it.

setOnActivity() already has this check

BUG: 362620

Test Plan:
Using my broken session, restored and got my ghost process back
on all activities

Added a window to activity 2, checked it came back there and
only there.

Reviewers: Plasma, graesslin

Subscribers: ivan, luebking, graesslin, kwin

Tags: KWin

Differential Revision: https://phabricator.kde.org/D1982