[release/6.0] Fix QUIC ConnectionState NRE in HandleEventConnectionClose

[github-actions]

Backport of #57655 to release/6.0

Moved ConnectionState assignment before msquic callback registration to avoid NRE in callback, in case Connection gets closed during Stream's ctor.

Fixes #55815

/cc @CarnaViire

Customer Impact

It started hurting our CI on 8/17 badly: #55815 (comment)

• Failures in main branch: 8/17 (11x failures), 8/18 (2x failures)
• Failures in release/6.0 branches: 8/19 (2x failures), 8/20 (4 x failures)

Testing

CI passed. No new failures in main since merging #57655 (failures in release/6.0 still happen)
The issue is race condition, hard to test in any other way.

Risk

Low, QUIC and H/3 are hidden behind AppContext switch

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Issue Details

---

Backport of #57655 to release/6.0

/cc @CarnaViire

Customer Impact

Testing

Risk

Author:	github-actions[bot]
Assignees:	-
Labels:	area-System.Net
Milestone:	-

[ViktorHofer]

@karelz is this ready to be merged (after looking at the one failure in the PR)? Asking as I noticed failures because of this in unrelated PRs targeting release/6.0.

[CarnaViire]

runtime pipeline failure is NuGet restore, rerunning.
runtime-staging failures are in System.Net.WebSockets.Client.Tests, System.ComponentModel.Primitives.Tests, System.Security.Cryptography.Pkcs.Tests -- unrelated to this PR, rerunning.

[ViktorHofer]

runtime-staging failures are in System.Net.WebSockets.Client.Tests, System.ComponentModel.Primitives.Tests, System.Security.Cryptography.Pkcs.Tests -- unrelated to this PR, rerunning.

@CarnaViire when seeing unrelated failures, can you please link to their corresponding issues (and if such don't exist yet, open one and link to it)? That makes sure that all failures are tracked.

For more info see https://github.com/dotnet/runtime/blob/main/docs/pr-guide.md#option-2-there-is-a-flaky-test-that-is-not-related-to-your-pr

[CarnaViire]

Unrelated failures in runtime-staging pipeline are:
System.Net.WebSockets.Client.Tests - wasm - seems to be #57519 (now closed without resolution, possibly tracked in #53957 instead? UPD 8/23: reopened)
System.ComponentModel.Primitives.Tests - Android - created #57821 (UPD 8/23: fixed and closed)
Other failures are crashes in iOS/tvOS/MacCatalyst - seem to be tracked by #53624

[danmoseley]

Approved for release/6.0 -- CI impact, localized change.