[8.x](backport #6146) [CI] Test improvement: propely collect hostnames for logging

[mergify]

What does this PR do?

when GetAgentByPolicyIDAndHostnameFromList fails it prints found hostnames which are always empty.
If the agent is not found by hostname it always prints Found: [] because the hostnames are not appended to the slice. (error example)

Why is it important?

Checklist

• My code follows the style guidelines of this project
• I have commented my code, particularly in hard-to-understand areas
• I have made corresponding changes to the documentation
• I have made corresponding change to the default configuration files
• I have added tests that prove my fix is effective or that my feature works
• I have added an entry in ./changelog/fragments using the changelog tool
• I have added an integration test or an E2E test

Disruptive User Impact

How to test this PR locally

Related issues

Questions to ask yourself

• How are we going to support this in production?
• How are we going to measure its adoption?
• How are we going to debug this?
• What are the metrics I should take care of?
• ...

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This is an automatic backport of pull request #6146 done by [Mergify](https://mergify.com).

[elastic-sonarqube]

Quality Gate passed

Issues
0 New issues
0 Fixed issues
0 Accepted issues

Measures
0 Security Hotspots
No data about Coverage
No data about Duplication

See analysis details on SonarQube

[mergify]

This pull request has not been merged yet. Could you please review and merge it @pazone? 🙏

[pierrehilbert]

@pazone could you please follow up with this one?