ThenCallable should always apply exception context when an exception is thrown

Set exception context in a ThenCallable subclass constructors where
it's trivial to do so, and remove it from one where it's not doing
anything.

Also, add more comments to ThenCallable<>::Call to document what each
branch is doing.

Change-Id: Iaf341a77c34eccc247fb2a6d708419fb86f1b8ff
Reviewed-on: https://chromium-review.googlesource.com/c/chromium/src/+/5967614
Commit-Queue: Nate Chapin <japhet@chromium.org>
Reviewed-by: Andrey Kosyakov <caseq@chromium.org>
Cr-Commit-Position: refs/heads/main@{#1375465}