When splitting the SME implementation from the MLME code,
I introduced a few bugs:
 * association failures no longer sent a connect-failure event
 * getting disassociated from the AP caused deauth to be sent
   but state wasn't cleaned up, leading to warnings
 * authentication failures weren't cleaned up properly, causing
   new connection attempts to warn and fail

Fix these bugs.

Signed-off-by: Johannes Berg <johannes@sipsolutions.net>