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Title: set_node_on_first_message_only seems to never set node ID

Description:
I turned on set_node_on_first_message_only, and now things are breaking because it appears the node id is actually never sent. Turning on verbose logging on the XDS server shows the first requests we get looks like:

version_info:"2020-01-14T23:12:41Z/1" type_url:"type.googleapis.com/envoy.api.v2.Cluster" response_nonce:"uj8hmiCQEes=2abe5090-3bef-43b8-be61-899e9e61623a"

Note the missing node id

@kyessenov