libsoup 3.0.x dispatches using a single source attached when the session
is created, so we need to create the session with the same context that
our download thread is later using.
2.74 or 3.1 will dispatch a response using the context which sent the
request. However, for any context other than the one that created the
session, this will also create and destroy sources, so there's still
some slight performance benefit.
Fixes: https://gitlab.freedesktop.org/gstreamer/gstreamer/-/issues/1384
Part-of: <https://gitlab.freedesktop.org/gstreamer/gstreamer/-/merge_requests/2913>