msgr: clean up local Session invocation functions
We are fairly inconsistent about delivering connect() setups for the loopback Connection in the SimpleMessenger. We send one whenever we init_local_connection(), but if a new Dispatcher gets added, they don't get any notification prior to getting Messages along it. We don't seem to send
any connect notification at all for non-fast-dispatch Dispatchers.
Look into this mess and clean it up.