Exclude shared projects from Group Security Dashboard filter

What does this MR do?

Exclude shared projects from the Group Security Dashboard filter.

By default, GitLab includes shared projects in the Group Projects API. With with_shared=false we exclude those from the API calls: https://docs.gitlab.com/ee/api/groups.html#list-a-groups-projects

See #11560 (closed) for more details.

Does this MR meet the acceptance criteria?

Conformity

• Changelog entry
• [-] Documentation created/updated or follow-up review issue created
• Code review guidelines
• [-] Merge request performance guidelines
• Style guides
• [-] Database guides
• Separation of EE specific content

Performance and testing

• Review and add/update tests for this feature/bug. Consider all test levels. See the Test Planning Process.
• [-] Tested in all supported browsers