Ensure that the `CHttpRequest::OnCompletion` function has finished before updating the state which is visible to other threads. Otherwise, threads may try to access the result of a completed HTTP request, before the result has been initialized/updated in the `OnCompletion` function.
Fixes warning due to invalid texture width/height being shown for downloaded skins, because the texture was loaded before the image data was initialized. Closes#7818.
Regression from #7683. Before this, the `OnCompletion` function could also modify the HTTP request's state, which was used to check if loading the skin PNG failed. Instead of doing this, a separate check is added for the skin download task to check that the PNG was loaded successfully.