Fix potential test failures due to Setup/SetUpSteps ordering

[smoogipoo]

Fixes https://teamcity.ppy.sh/buildConfiguration/Osu_Build/4290?hideProblemsFromDependencies=false&hideTestsFromDependencies=false&expandBuildTestsSection=true

Setup runs before SetUpSteps, and is used to reconstruct the testscene's dependencies, but the current screen hasn't been exited by this point. The above failure can be reproed in visual tests by running the test two times with:

diff --git a/osu.Game/Screens/OnlinePlay/Playlists/PlaylistsRoomSubScreen.cs b/osu.Game/Screens/OnlinePlay/Playlists/PlaylistsRoomSubScreen.cs
index 228ecd4bf3..a24b1c44b9 100644
--- a/osu.Game/Screens/OnlinePlay/Playlists/PlaylistsRoomSubScreen.cs
+++ b/osu.Game/Screens/OnlinePlay/Playlists/PlaylistsRoomSubScreen.cs
@@ -54,6 +54,12 @@ private void load([CanBeNull] IdleTracker idleTracker)
             AddInternal(selectionPollingComponent = new SelectionPollingComponent(Room));
         }

+        public override bool OnExiting(ScreenExitEvent e)
+        {
+            selectionPollingComponent.PollImmediately();
+            return base.OnExiting(e);
+        }
+
         protected override void LoadComplete()
         {
             base.LoadComplete();

The fix is to move all of this code to SetUpSteps. This may also fix other intermittent multiplayer tests, but unsure.