[web_server_idf] Preserve on_connect_ ordering and document main-loop context

Pre-refactor, on_connect_ ran after the ctor had already sent the
initial ping/config/sorting_groups. Call start_session_main_loop_()
before on_connect_ so the callback still observes a primed session.

Also document at onConnect() that the callback now runs on the main
loop instead of the httpd task.

esphome/components/web_server_idf/web_server_idf.cpp

@@ -532,10 +532,12 @@ void AsyncEventSource::adopt_pending_sessions_main_loop_() {
       continue;
     }
     this->sessions_.push_back(rsp);
+    // Prime first so on_connect_ observes a session that has already sent its
+    // initial ping/config/sorting_groups, matching the pre-refactor ordering.
+    rsp->start_session_main_loop_();
     if (this->on_connect_) {
       this->on_connect_(rsp);
     }
-    rsp->start_session_main_loop_();
   }
 }
 

esphome/components/web_server_idf/web_server_idf.h

@@ -339,6 +339,8 @@ class AsyncEventSource : public AsyncWebHandler {
   // NOLINTNEXTLINE(readability-identifier-naming)
   void handleRequest(AsyncWebServerRequest *request) override;
   // NOLINTNEXTLINE(readability-identifier-naming)
+  // Callback runs on the main loop (not the httpd task) after the session's
+  // initial ping/config/sorting_groups have been sent.
   void onConnect(connect_handler_t &&cb) { this->on_connect_ = std::move(cb); }
 
   void try_send_nodefer(const char *message, const char *event = nullptr, uint32_t id = 0, uint32_t reconnect = 0);