Migrate _async_when_setup to use eager_start (#112872)

This one does not make much difference, but its a lot
easier to do it now instead of in the future

homeassistant/setup.py

@@ -601,11 +601,14 @@ def _async_when_setup(
             EVENT_COMPONENT_LOADED,
             _matched_event,
             event_filter=_async_is_component_filter,
+            run_immediately=True,
         )
     )
     if start_event:
         listeners.append(
-            hass.bus.async_listen(EVENT_HOMEASSISTANT_START, _matched_event)
+            hass.bus.async_listen(
+                EVENT_HOMEASSISTANT_START, _matched_event, run_immediately=True
+            )
         )