This work extends AIStateMachine to run multiplex() in the thread
that calls run(), cont() or set_state(). Note that all three
eventually call locked_cont(), so thats where multiplex() is called
from. Calling multiplex() means "running the state machine", as in
"calling multiplex_impl".
Currently only LLURLRequest uses this feature, and then only
for the HTTPGetResponder, and well only for the initializing,
start up and normal finish states.
A current/remaining problem is that we run into a situation where
the curl thread runs a statemachine to it's finish and kills it,
while the main thread is also 'running' it and tries to call
multiplex while the statemachine isn't running anymore.