Move auth_path handling to the request.

This fixes the previous issue where this was not fixed
previously by checking if the auth_path was not None.
By moving the handling of the auth_path onto the request
itself, this makes is easier to ensure that the auth_path
manipulation only happens on a per request basis.

cc @kyleknap mind taking another look?  I believe I've fixed the integ test issues.  They're all passing for me.