If the state machine isn't complete, didn't fail and it didn't return
due to blocking it can just as well loop again.
This addresses the problem with SFTP directory listings where we would
otherwise return back to the parent and as the multi state machine
doesn't have any code for using CURLM_CALL_MULTI_PERFORM for as long the
doing phase isn't complete, it would return out when in reality there
was more data to deal with.