Bluetooth: Fix updating connection state to BT_CONNECT too early

We shouldn't update the hci_conn state to BT_CONNECT until the moment
that we're ready to send the initiating HCI command for it. If the
connection has the BT_CONNECT state too early the code responsible for
updating the local random address may incorrectly think there's a
pending connection in progress and refuse to update the address.

Signed-off-by: Johan Hedberg <johan.hedberg@intel.com>
Signed-off-by: Marcel Holtmann <marcel@holtmann.org>