Avoid creating asyncio.Lock on the wrong loop.

Avoid creating asyncio.Lock on the wrong loop.

Fixed a regression introduced by :ticket:`6337` that would create an
``asyncio.Lock`` which could be attached to the wrong loop when
instantiating the async engine before any asyncio loop was started, leading
to an asyncio error message when attempting to use the engine under certain
circumstances.

Fixes: #6409
Change-Id: I8119c56b44a7bd70a650c0ea676892d4d7814a8b