climate: add on_control callbacks (#4511)

This lets downstream components respond to climate configuration
changes, which take place through ClimateCall objects, without also
being notified every time the state changes, which happens every time
the input sensor announces a new value.

FIXES https://github.com/esphome/feature-requests/issues/2136

tests/test1.yaml

@@ -2052,6 +2052,8 @@ climate:
     name: Midea IR
     use_fahrenheit: true
   - platform: midea
+    on_control:
+      logger.log: Control message received!
     on_state:
       logger.log: State changed!
     id: midea_unit