Defer Client.setOnEvt call

I encountered once a brief event queue lock due to this call:

```
"AWT-EventQueue-0" #23 prio=6 os_prio=31 cpu=7802.37ms elapsed=74.63s tid=0x00007fbd95a63800 nid=0x10b03 waiting for monitor entry  [0x000070000f791000]
   java.lang.Thread.State: BLOCKED (on object monitor)
at io.foojay.support.Client.setOnEvt(Client.java:79)
- waiting to lock <0x000000070d650138> (a io.foojay.support.Client)
at io.foojay.support.DownloadPanel.addNotify(DownloadPanel.java:73)
at java.awt.Container.addImpl(java.desktop@11.0.3/Container.java:1146)
- locked <0x0000000700b48f70> (a java.awt.Component$AWTTreeLock)
at java.awt.Container.add(java.desktop@11.0.3/Container.java:997)
at org.openide.WizardDescriptor$WizardPanel.setRightComponent(WizardDescriptor.java:2998)
```

So, Client.setOnEvt should either use another thread or defer those listener registrations until the class is instantiated (just like a TODO there mentions).