* Move Joining state change sooner in the code to prevent an issue where
failing to connect multiple times in a row doesn't change the state (as
it goes from CouldNotConnect -> CouldNotConnect which doesn't trigger a
state changed callback)
* Prevent double clicking too fast on a room in the lobby from causing
issues
* Lobby no longer closes when joining a room
Each window can still watch for state changes to update the ui or to
close the window as appropriate, but for any error announcements, they
all belong in Multiplayer state now.
