Bluetooth: Fix mgmt connected notification

This patch fixes a regression that was introduced by commit
cb77c3ec075a50e9f956f62dc2e4c0394df1d578. In addition to BT_CONFIG,
BT_CONNECTED is also a state in which we may get a remote name and need
to indicate over mgmt the connection status. This scenario is
particularly likely to happen for incoming connections that do not need
authentication since there the hci_conn state will reach BT_CONNECTED
before the remote name is received.

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