Revamp Transport so they always build a full Response object (#1049)

* Revamp Transport so they always build a full Response object

* Fix linting

* Add private methods to set cookies on CookieTransport

* Change on_after_login login_return parameter to response

docs/configuration/user-manager.md

@@ -187,7 +187,7 @@ class UserManager(UUIDIDMixin, BaseUserManager[User, uuid.UUID]):
         self,
         user: User,
         request: Optional[Request] = None,
-        login_return: Optional[Any] = None,
+        response: Optional[Response] = None,
     ):
         print(f"User {user.id} logged in.")
 ```