With the introduction of subscription forwarding, the first message sent
on a PUB socket using a unidirectional transport (e.g. PGM) is always
lost due to the "subscribe to all" being done asynchronously.

This patch fixes the problem and also refactors the code to have a single
point where the "subscribe to all" is performed.
Signed-off-by: Martin Lucina <martin@lucina.net>