scripts: gen_relocate_app.py: Simplify test with 'in'

Getting slightly subjective, but fixes this pylint warning:

    scripts/gen_relocate_app.py:228:38: R1714: Consider merging these
    comparisons with "in" to "region in ('data', 'bss')"
    (consider-using-in)

Use a set literal instead of a tuple literal, as recent Python 3
versions optimize set literals with constant keys nicely.

Getting rid of pylint warnings for a CI check. I could disable any
controversial ones (it's already a list of warnings to enable anyway).

Signed-off-by: Ulf Magnusson <Ulf.Magnusson@nordicsemi.no>