Notify conflict only for opened/locked merge requests

Note to 11.0.2 picker, this can only be merged after https://gitlab.com/gitlab-org/gitlab-ce/merge_requests/20042 is merged!

What does this MR do?

Scope down conflict notification to only opened/locked merge requests.

Are there points in the code the reviewer needs to double check?

Why was this MR needed?

Making the scoping prevents unuseful notifications on closed merge requests. Fixes issue of spamming: https://gitlab.com/gitlab-org/gitlab-ee/issues/6598

Screenshots (if relevant)

Does this MR meet the acceptance criteria?

• Changelog entry added, if necessary
• Documentation created/updated
• API support added
• Tests added for this feature/bug
• Conform by the code review guidelines
  • Has been reviewed by a UX Designer
  • Has been reviewed by a Frontend maintainer
  • Has been reviewed by a Backend maintainer
  • Has been reviewed by a Database specialist
• Conform by the merge request performance guides
• Conform by the style guides
• If you have multiple commits, please combine them into a few logically organized commits by squashing them
• Internationalization required/considered
• End-to-end tests pass (package-and-qa manual pipeline job)

What are the relevant issue numbers?

https://gitlab.com/gitlab-org/gitlab-ee/issues/6598