Add missing events to identity pallet (#6261)

# Description

E2E tests to Polkadot/Kusama's people chains (in
https://github.com/open-web3-stack/polkadot-ecosystem-tests/pull/63)
revealed that 2 of the identity pallet's extrinsics did not emit events
in case of success:
* `pallet_identity::rename_sub`, and
* `pallet_identity::set_subs`

This PR fixes that.

## Integration

Other than 2 extrinsics emiting an event when previously they did not,
no other behavior in pallets/extrinsics was modified, so no integration
is needed.

## Review Notes

N/A