libhdfs++: Make sure all steps in SaslProtocol end up calling AuthComplete

SaslProtocol provides an abstraction for stepping through the authentication challenge and response stages in the Cyrus SASL library by chaining callbacks together (next one is invoked when async io is done).

To authenticate SaslProtocol::Authenticate is called, and when authentication is finished SaslProtocol::AuthComplete is called which invokes an authentication completion callback. There's a couple cases where the intermediate callbacks return without calling AuthComplete which breaks applications that take advantage of that callback.