Investigate adding more events to bulk persist when creating a DM

As part of the [work](https://github.com/matrix-org/synapse/issues/13963) to speed up DM creation, initial room creation events were batched up to be bulk persisted to the DB (https://github.com/matrix-org/synapse/pull/13800). Investigate whether more events in this code path can be batched up for bulk persisting. 