The changes introduced to through associations in c80487eb were quite
interesting. Changing `relation.merge!(scope)` to `relation =
relation.merge(scope)` should in theory never cause any changes in
behavior. The subtle breakage led to a surprising conclusion.

The old code wasn't doing anything! Since `merge!` calls
`instance_exec` when given a proc, and most scopes will look something
like `has_many :foos, -> { where(foo: :bar) }`, if we're not capturing
the return value, it's a no-op. However, removing the `merge` causes
`unscope` to break.

While we're merging in the rest of the chain elsewhere, we were never
merging in `unscope` values, causing a breakage on associations where a
default scope was being unscoped in an association scope (yuk!). This is
subtly related to #20722, since it appears we were previously relying on
this mutability.

Fixes #20721.
Fixes #20727.