Don't save through associations twice (4-0-stable)

If the through record gets created in an after_create hook that is
defined before the association is defined (therefore after its
after_create hook) get saved twice. This ensures that the through
records are created only once, regardless of the order of the hooks.

Backports the fix for #3798 to 4.1. Slightly more conservative on the
callback order since it's a patch version, and required an additional
special case for HABTM
This is against 4-0-stable, not master.