We only need to keep sessions that were closed locally, in order to
retransmit the CONNECTION_CLOSE packet. For sessions that were closed by
the peer, we don't need to wait for any more packets, and there's also
no CONNECTION_CLOSE to retransmit. The same applies for sessions that
were destroyed when receiving a Version Negotiation or a Retry packet.
Instead of exposing a session.handshakeStatus() <-chan error, it's
easier to pass a callback to the session which is called when the
handshake is done.
The removeConnectionID callback is in preparation for IETF QUIC, where a
connection can have multiple connection IDs over its lifetime.
