Move almost all state change tracking to MultiplayerState

Each window can still watch for state changes to update the ui or to
close the window as appropriate, but for any error announcements, they
all belong in Multiplayer state now.

src/citra_qt/multiplayer/client_room.h

@@ -22,11 +22,6 @@ public slots:
     void OnStateChange(const Network::RoomMember::State&);
 
 signals:
-    /**
-     * Signalled by this widget when it is closing itself and destroying any state such as
-     * connections that it might have.
-     */
-    void Closed();
     void RoomInformationChanged(const Network::RoomInformation&);
     void StateChanged(const Network::RoomMember::State&);