Set error if oauth dialog is aborted

Summary:
Also, connect the signals of the auth widget in one place.
This makes it easier to understand.

Test Plan:
- Error is set if user presses the cancel button
- Toghether with a change in kdepim-runtime,
  there are no more invalid entries in the access list

Reviewers: dvratil

Reviewed By: dvratil

Subscribers: #kde_pim

Tags: #kde_pim

Differential Revision: https://phabricator.kde.org/D10221