Authentication should be checked earlier in the server pipeline

[yallie]

Describe the bug
During the call to remote server, authentication should be checked before the server component is created.
Currently, there is a way to execute server component constructor without authentication.
Component constructor can potentially do something sensitive or time-consuming.
I consider it as a security breach.

To Reproduce

1. Enable server.Config.AuthenticationRequired = true.
2. Add to your component constructor: Console.WriteLine("I'm not authorized! Woohoo!");
3. Connect to the server without credentials.
4. Call any method and get authentication error.
5. Observe that constructor code was actually called on server.

Expected behavior
Server shouldn't try to create the requested component if authentication is required but not performed.

Additional notes
I'm going to create a pull request demonstrating this issue.