[api] Make api a buildable cpp unit test target

Three fixes so 'script/cpp_unit_test.py api' actually compiles instead
of crashing in build setup:

1. script/build_helpers.py: when adding transitive component
   dependencies to the post-validation config, use {} (dict) instead
   of [] (list) for non-MULTI_CONF components. socket's
   FILTER_SOURCE_FILES (and any other code that subscripts
   CORE.config[component] with a string key) was crashing because
   socket got config = [] from setdefault.

2. esphome/components/api/api_pb2_service.cpp + the codegen in
   script/api_protobuf/api_protobuf.py: wrap the generated
   APIConnection::read_message_ definition in #ifdef USE_API. The
   class itself is only declared inside #ifdef USE_API in
   api_connection.h, so without the guard the .cpp fails to compile
   in any build that pulls in the api source files without setting
   USE_API (e.g. cpp unit tests of api dependencies).

script/build_helpers.py

@@ -324,8 +324,13 @@ def compile_and_get_binary(
             domain_list.append({CONF_PLATFORM: component})
         # Skip "core" — it's a pseudo-component handled by the build
         # system, not a real loadable component (get_component returns None)
-        elif get_component(component_name) is not None:
-            config.setdefault(component_name, [])
+        elif (component := get_component(component_name)) is not None:
+            # MULTI_CONF components store their config as a list of dicts,
+            # everything else stores a single dict. Using the wrong shape
+            # breaks code paths that subscript CORE.config[component] with
+            # a string key (e.g. socket.FILTER_SOURCE_FILES).
+            default = [] if component.multi_conf else {}
+            config.setdefault(component_name, default)
 
     # Register platforms from the extra config (benchmark.yaml) so
     # USE_SENSOR, USE_LIGHT, etc. defines are emitted without needing