interface_add() could get called from two places: by the wifi/eth
device class when activating (which if the supplicant isn't yet
running will D-Bus activate it) and from the NameOwnerChanged
handler for the wpa_supplicant dbus service smgr_running_cb().

So if the supplicant wasn't running, nm_supplicant_interface_new()
would call interface_add() to bring the supplicant to life via
activation, then go on and create priv->iface_proxy.  When the
supplicant appeared and D-Bus sent the NameOwnerChanged,
smgr_running_cb() would also call interface_add(), creating a
second priv->iface_proxy.  The first one got lost and lived after
its parent NMSupplicantInterface was killed, and could still
respond to signals over the bus.

Prevent that by adding another state, STARTING, that indicates
that we've already started talking to the supplicant.  Also be
extra paranoid about disconnecting signal handlers on the proxy.