Don't throw in the On* callbacks (dotnet/corefx#38327)

Don't throw in the On* callbacks (dotnet/corefx#38327)

- We can't throw NotSupportedException in the OnWriterCompleted and OnReaderCompleted callbacks since consumers of the API won't know if it's safe to do so. We could add a SupportsOn* boolean but nooping is a much simpler solution without breaking existing callers. We can also add a boolean in the future so callers will know when they can register callbacks or not.

Commit migrated from https://github.com/dotnet/corefx/commit/672cc2c985d1f6f00afe853e678ed05de9757724