Move the message handling related to opening new connections to the
factory, and store open request on it. This is a first step towards
tracking connections and allowing two-way messaging regarding them.
Also the very beginnings of tracking connections on the backend.
Testing: WPT
Fixes: Part of https://github.com/servo/servo/issues/40983
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Signed-off-by: gterzian <2792687+gterzian@users.noreply.github.com>