bpf: selftests: Support not connecting client socket

For connectionless protocols or raw sockets we do not want to actually
connect() to the server.

Signed-off-by: Daniel Xu <dxu@dxuuu.xyz>
Link: https://lore.kernel.org/r/525c13d66dac2d640a1db922546842c051c6f2e6.1689970773.git.dxu@dxuuu.xyz


Signed-off-by: Alexei Starovoitov <ast@kernel.org>