Scheduler is open for business before preloads and startups begin

In https://github.com/dask/distributed/pull/3775 we learned that calling `client.run_on_scheduler` on a Scheduler can run before the scheduler is done setting up preloads and plugins. This makes sense, we currently wait on `start` until after the scheduler has set up its networking connections. However the result there is that the scheduler is responsive to other external signals before it's done setting itself up.

My guess is that we want to have the various handler coroutines `await self` before actually handling messages.