set_subscribe_callback API does not reset _market_subscriptions

@jmjatlanta wrote in https://github.com/bitshares/bitshares-core/pull/1009#issue-192012451:
> ``set_subscribe_callback`` does not reset ``_market_subscriptions``, which does not seem correct to me, but I left the functionality alone. If a change in functionality is desired, it will further simplify the cancel function.

This issue is created to discuss and / or fix it.

Discussion wanted.

Start by reviewing the set_subscribe_callback API and the _market_subscriptions state, using pull request 1009 for the existing context. Compare this behavior with the cancel function and determine whether resetting subscriptions is intended. Done means the expected behavior is agreed on and the API and cancellation behavior are made consistent.

Written by the indexing model from the issue text.