Fixes for index based linked selections

[philippjfr]

Fixes two issues with index based linked selections:

1. Ensures empty selection is not applied
2. Ensures that index cols are present on the selected element

Example:

import hvplot.pandas
from holoviews.selection import link_selections
from bokeh.sampledata.autompg import autompg

scatter = autompg.hvplot.scatter('weight', 'accel')
table = autompg.hvplot.table()

link_selections(scatter + table, index_cols=['name', 'yr'])

[jlstevens]

@philippjfr Would you like me to rebase this PR so we can get updated test results? The errors look like they may well be related to these changes (which sound relatively important given the short diff) but I think a rebase wouldn't hurt to try anyway...

[philippjfr]

I rebased it a day ago, the error is real.

[github-actions]

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