ENH: ensure we use custom adapters if mounted.

This allows responses to be used with custom adapters.

Tested on 2.7 with requests 2.4.1
It is easier to show the code :) 

the original solution I got was https://gist.github.com/cournape/2543f910ae19feafd14b (if you try type(self) inside _on_request on that gist, you see it is RequestsMock, so there is no way to get the session back that I know of).

With the version in this PR, we get the session object, so we have no problem getting the adapters.