Fix _save_session's default behavior

[canrobins13]

What kind of change does this PR introduce?

This PR fixes a bug where client.set_session(access_token, refresh_token) doesn't actually update the in-memory session. This can be easily seen by creating a client and calling set_session followed by get_session. The set_session call appears to work and returns a valid response, but the subsequent get_session call returns None, revealing that the session was never set properly.

As a workaround, you can set persist_session to False in the client options, but this shouldn't be necessary.

What is the current behavior?

set_session does not properly update the in-memory session when the persist_session option is True (default).

This issue was closed although the bug still exists #324

What is the new behavior?

set_session works.