asyn-thread: Fixed cleanup after OOM

destroy_async_data() assumes that if the flag "done" is not set yet, the
thread itself will clean up once the request is complete.  But if an
error (generally OOM) occurs before the thread even has a chance to
start, it will never get a chance to clean up and memory will be leaked.
By clearing "done" only just before starting the thread, the correct
cleanup sequence will happen in all cases.