Fix setting up the list of active milestones
    
    This fixes an issue seen in production, the root cause was that the project
    managed to get in an empty milestone in repo.milestones_keys which wasn't
    in repo.milestones. So when iterating over the keys, we were raising a KeyError.
    
    Signed-off-by: Pierre-Yves Chibon <pingou@pingoured.fr></pingou@pingoured.fr>