Revert "Components.Add(...) should not Initialize Components"

This reverts commit c1544bce033f1d0432bb3ef360aef1707af15976.
GameComponents.Add() and Initializing GameComponents

Solve https://github.com/mono/MonoGame/issues/2105
Related to
https://github.com/mono/MonoGame/commit/c1544bce033f1d0432bb3ef360aef1707af15976

This is closer to XNA behavior.
-Initialization of Components is postponed until the call to
base.Initialize(...).
-Components added inside the virtual Initialize(...) but after the call
to base.Initialize(...) need to be self initialized.
-Components added later are auto-initialized.
remove unnecessary return
Merge remote-tracking branch 'upstream/develop' into tnc_Initialize_Components
Merge remote-tracking branch 'upstream/develop' into tnc_Initialize_Components
Merge remote-tracking branch 'upstream/develop' into tnc_Initialize_Components
Merge pull request #2107 from nkast/tnc_Initialize_Components

GameComponents.Add() and Initializing GameComponents