Fix flaky SSE system tests

[coheigea]

The Tomcat SSE tests almost always fail on my machine, the Undertow tests sporadically. There are two changes:

• moved the close-state check to happen after the server actually closes the connection.
• fixed the last event counter so it only increments when an event was unexpectedly delivered, not when failure was expected after close.

[reta]

Thanks @coheigea !