auth: Initialize cURL before starting any thread

auth: Initialize cURL before starting any thread

If `curl_global_init()` was not called prior to any call to
`curl_easy_init()`, it will be automatically called.
The documentation states that:

> This may be lethal in multi-threaded cases, since
> curl_global_init is not thread-safe, and it may result in
> resource problems because there is no corresponding cleanup.