Move initialize do_rollback() outside of the dialect

Move initialize do_rollback() outside of the dialect

Moved the "rollback" which occurs during dialect initialization so that it
occurs after additional dialect-specific initialize steps, in particular
those of the psycopg2 dialect which would inadvertently leave transactional
state on the first new connection, which could interfere with some
psycopg2-specific APIs which require that no transaction is started.  Pull
request courtesy Matthew Wilkes.

Fixes: #4663
Closes: #4664
Pull-request: https://github.com/sqlalchemy/sqlalchemy/pull/4664
Pull-request-sha: e544fe671d443ed06b210ba1cd1d7ba9c5653831

Change-Id: If40a15a1679b4eec0b8b8222f678697728009c30
(cherry picked from commit f601791a914d3181252493800871c458ad6c46d1)