[Security] Delete old session on auth strategy migrate

| Q             | A
| ------------- | ---
| Bug fix?      | yes
| New feature?  | no
| BC breaks?    | no
| Deprecations? | no
| Tests pass?   | yes
| Fixed tickets | #13026 
| License       | MIT
| Doc PR        | 

As identified by @austinh in #13026 there are two sessions after authentication, since the previous session is migrated to a new one by ``session_regenerate_id``. This PR ensures the old session is been deleted immediately on migration. 
I can't see any drawbacks, but if the change would break BC, another approach would be to add a new strategy like ``switch`` to enable instant deletion of the old session.