Alexey Simak filed bug report #1600447

(http://curl.haxx.se/bug/view.cgi?id=1600447) in which he noted that active
FTP connections don't work with the multi interface. The problem is here that
the multi interface state machine has a state during which it can wait for the
data connection to connect, but the active connection is not done in the same
step in the sequence as the passive one is so it doesn't quite work for
active. The active FTP code still use a blocking function to allow the remote
server to connect.

The fix (work-around is a better word) for this problem is to set the
boolean prematurely that the data connection is completed, so that the "wait
for connect" phase ends at once.