Instead of retrieving all existing databases from config server and then filter out the one for which the shard is not the primary we should directly retrieve only the databases we are interested in.

https://github.com/10gen/mongo/blob/8db424cac47919863d14a998835e3b3de09044bb/src/mongo/db/s/shardsvr_check_metadata_consistency_command.cpp#L112-L125