Add improvements from code review comments

Review comments:
- vllm-project#28309 (comment)
- vllm-project#28309 (comment)

Signed-off-by: Martin Hickey <martin.hickey@ie.ibm.com>

Author: hickeyma

vllm/distributed/kv_events.py

@@ -71,11 +71,11 @@ def combine_unique_ordered_events(self, other: "KVEventBatch") -> "KVEventBatch"
         """
         Combine non duplicated events with another `KVEventBatch` object.
         """
-        combined_events = self.events[:]
+        checked_events = set(self.events)
         for item in other.events:
-            if item not in combined_events:
-                combined_events.append(item)
-        self.events = combined_events
+            if item not in checked_events:
+                self.events.append(item)
+                checked_events.add(item)
         return self