Only initiate the WebSocket closing handshake on the client

#3342
Revert "Added test to verify that WindowsIdentities are usable in OnDisconnected"

This reverts commit e1b1de6f5f59aa2058a8795d3201230d00736ab9.
Revert "Stop processing messages before ending the WebSocketFunc Task"

This reverts commit 654bfb4198c7f20c49c068335c29d47c5011cb97.
Don't call undefined function in tryInitialize
Don't call onFallback callback if transport start throws
Invoke disconnected callbacks after the connection completes disconnecting

- JS Client

#3338