Always set the error handler closure of Binding<> after binding to a message pipe.

mojo/shell/application_instance.cc

Index: mojo/shell/application_instance.cc
diff --git a/mojo/shell/application_instance.cc b/mojo/shell/application_instance.cc
index 8bd81387c75c8f637b70000f3d43c764af1814d8..63851afac675ae43ab880871821b6ce7c801e744 100644
--- a/mojo/shell/application_instance.cc
+++ b/mojo/shell/application_instance.cc
@@ -31,7 +31,6 @@ ApplicationInstance::ApplicationInstance(
       queue_requests_(false),
       native_runner_(nullptr),
       pid_(base::kNullProcessId) {
-  binding_.set_connection_error_handler([this]() { OnConnectionError(); });
 }
 
 ApplicationInstance::~ApplicationInstance() {
@@ -43,6 +42,7 @@ ApplicationInstance::~ApplicationInstance() {
 void ApplicationInstance::InitializeApplication() {
   ShellPtr shell;
   binding_.Bind(GetProxy(&shell));
+  binding_.set_connection_error_handler([this]() { OnConnectionError(); });
   application_->Initialize(shell.Pass(), identity_.url().spec());
 }