Fixes a behaviour which I intended all along but apparently didn't
work before on GTK: if you start PuTTY, _select_ a saved session in
the list box but don't hit Load, and then just hit Open, then it will
be implicitly loaded and run for you, as a special case to save you an
extra button-press.
This depends on noticing that the saved-sessions list box last had the
focus, for which I need my widget_focus() handler to be called for
basically all config widgets so that I can track what _did_ last have
focus. Unfortunately, I missed a couple out.