[Entity Store] Bugfix: Double nested arrays (elastic#197589)

## Summary

Entities were appearing in the entity store with double nested arrays
like below.

The issue was that the arrays changed from `List` to `Set` type and the
code only checked for lists. Using `Collection` has fixed this.

```
        "_index": ".entities.v1.latest.security_host_default",
        "_id": "c03w7AZsMkm_obWF2HZEirgAAAAAAAAA",
        "_score": 1,
        "_source": {
          "host": {
            "hostname": [
              [
                "small-host-1.example.small.com"
              ]
            ],
            "domain": [
              [
                "example.small.com"
              ]
            ],
            "ip": [
              [
                "192.168.1.1",
                "192.168.1.0",
                "192.168.1.3",
                "192.168.1.2",
                "192.168.1.9",
                "192.168.1.8",
                "192.168.1.5",
                "192.168.1.4",
                "192.168.1.7",
                "192.168.1.6"
              ]
            ],
            ```

---------

Co-authored-by: Elastic Machine <[email protected]>

x-pack/plugins/security_solution/server/lib/entity_analytics/entity_store/entity_store_data_client.ts

@@ -156,7 +156,7 @@ export class EntityStoreDataClient {
       filter,
       pipelineDebugMode
     ).catch((error) => {
-      logger.error('There was an error during async setup of the Entity Store', error);
+      logger.error(`There was an error during async setup of the Entity Store: ${error}`);
     });
 
     return descriptor;

x-pack/plugins/security_solution/server/lib/entity_analytics/entity_store/field_retention_definition/collect_values.ts

@@ -30,7 +30,7 @@ export const collectValuesProcessor: FieldRetentionOperatorBuilder<CollectValues
   Set uniqueVals = new HashSet();
   
   if (!(${isFieldMissingOrEmpty(ctxField)})) {
-    if(${ctxField} instanceof List) {
+    if(${ctxField} instanceof Collection) {
       uniqueVals.addAll(${ctxField});
     } else {
       uniqueVals.add(${ctxField});