MULE-7742 Thread Safety issues in one of the constructors of default mul...

...e session.
Looking at this more closer there is a kind of consistency in mule elsewhere where new thread = new session, so this case is an odd one out and therefore it does make sense to change this here.  It needs to be documented in the release notes carefully.  Also, we need to ASAP i) review all cases or event copying to examine if session is copied or not ii) better document behaviour and rules that apply iii) fix any remaining inconsistencies.