Fix: sessiond: unbalanced health register/unregister on error

Fix: sessiond: unbalanced health register/unregister on error

A number of threads do not correctly pair registrations and
unregistrations to the health monitoring subsystem when an error
forces them to abort early. Since the pattern is mostly the same
in the notification and rotation thread, they are both fixed in
the same commit.

Signed-off-by: Jérémie Galarneau <jeremie.galarneau@efficios.com>