Under MSW, don't set the state to State_Cancelled as soon as Cancel()
was called, as the request was still used from the other threads
afterwards, resulting in race conditions and crashes.
Fix this by just removing the SetState(State_Cancelled) call from the
main thread, as it was redundant anyhow. This also makes the behaviour
correspond to the documentation, which indicates that Cancel() works
asynchronously.
Also ensure, for all backends, that we actually cancel the request only
once, even if public Cancel() is called multiple times. This required
renaming the existing wxWebRequestImpl::Cancel() to DoCancel().
Don't force the application code to deal with wxObjectDataPtr<> or,
worse, calling {Inc,Dec}Ref() manually by hiding it inside the wx
objects themselves and giving the value-like semantics to them.
There should be no real changes in the behaviour, but the API does
change significantly. Notably, wxWebRequest is not a wxEvtHandler itself
any longer, as this would be incompatible with the value semantics, and
an event handler needs to be specified when creating it, so that it
could be notified about the request state changes.
Having wxWebSessionFactory part of the public API implies keeping
compatibility with the possible ways of implementing it which is too
restrictive for no good reason, so move this class to the private header
and don't document it nor wxWebSession::RegisterFactory() (which is now
private).
