Fix MessageSvc::reinitialize
The addition of the call to MessageSvc::reinitialize in !866 (merged) exposed a bug (atlas/athena!22199 (merged))
in that method leading to
MessageSvc ERROR Gaudi::StateMachine::ChangeState Invalid
transition 'START' from state 'CONFIGURED' StatusCode=FAILURE
when ApplicationMgr.reinitialize() is called.
Setting the target state explicitly and add a unit test to check the
basic state transition for ApplicationMgr.
cc @leggett