Update all built-in AuthenticationSchemeOptions to initialize Events

[halter73]

I'm not exactly sure why Events isn't always initialized to a non-null value especially given that the type is mark. It is in a bunch of other AuthenticationSchemeOptions like CookieAuthenticationOptions, OpenIdConnectOptions, BearerTokenOptions, etc. Changing it now for existing options type could theoretically break people who already used something like options.Events ??= new .... although I imagine most code would either omit the ?? part or only initialize to the default Events type.

Maybe the idea during the initial design of these types was that more people would derive from the Events type and set the Events property to their custom type during the initial design, but I don't think I've ever seen that outside of our tests.

Fixes #43313