xfreerdp: use login name if no user name was set

If no user name is set with /u:.. use the login name of the current user will be
used as user name.
xfreerdp: clean up AuthenticationOnly

* removed dead code path: user name is always set now
* update message if no password was set
nego: print message when bypassing gateway

When "detect" is used as gateway usage method (which is the default)
it is tried to by-pass gateway connection for local hosts.
The detection might take some time therefore print a message that people
are aware that a detection is tried.

Fixes #2171
Merge pull request #2262 from bmiklautz/misc_fixes

Misc fixes