End WebSocket Request after OnDisconnected has fired

- This should prevent ObjectDisposedExceptions from WindowsIdentity
  in OnDisconnected

#2972
Sadly, this test is only currently passing with WebSockets because the .NET client waits for a message before closing the WebSocket.

Owin SelfHost, unlike IIS, disposes the WindowsIdentity as soon as the socket is closed instead of waiting for the `Task` returned from `OwinWebSocketHandler.ProcessRequest` to complete.