Remove early return (partial revert a27a2677).

The earlier return was a pessimisation in all case but when calling Next after reaching the last entry,
and was technically wrong as it did not take in consideration which entry was being asked for (so if

anybody but TTreeReader::Next called SetEntryBase it could have return the wrong result

tree/treeplayer/src/TTreeReader.cxx

@@ -354,16 +354,6 @@ TTreeReader::EEntryStatus TTreeReader::SetEntryBase(Long64_t entry, Bool_t local
       }
    }
 
-   if (fProxiesSet && fDirector && fDirector->GetReadEntry() == -1
-       && fMostRecentTreeNumber != -1) {
-      // Passed the end of the chain, Restart() was not called:
-      // don't try to load entries anymore. Can happen in these cases:
-      // while (tr.Next()) {something()};
-      // while (tr.Next()) {somethingelse()}; // should not be calling somethingelse().
-      fEntryStatus = kEntryNotFound;
-      return fEntryStatus;
-   }
-
    Int_t treeNumberBeforeLoadTree = fTree->GetTreeNumber();
 
    TTree* treeToCallLoadOn = local ? fTree->GetTree() : fTree;