If we don't have all the auth events in a room then not all state events will have a chain cover index. Even so, we can still use the chain cover index on the events that do have it, rather than bailing and using the slower functions.
This situation should not arise for newly persisted rooms, as we check we have the full auth chain for each event, but can happen for existing rooms.
c.f. #15245
bd558a6dc3