Remove index index_events_on_action

What does this MR do and why?

This index was removed asynchronously in !114842 (merged) .

This index removal has been verified in postgres.ai:

\d index_events_on_action
Session: webui-i17728
ERROR: psql error: psql:/tmp/psql-query-801312554:1: error: Did not find any relation named "index_events_on_action".

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How to set up and validate locally

Numbered steps to set up and validate the change are strongly suggested.

MR acceptance checklist

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• I have evaluated the MR acceptance checklist for this MR.

Resolves #396830 (closed)