Bluetooth: hci_core: Fix sending MGMT_EV_CONNECT_FAILED

If HCI_CONN_MGMT_CONNECTED has been set then the event shall be
HCI_CONN_MGMT_DISCONNECTED.

Fixes: b644ba33 ("Bluetooth: Update device_connected and device_found events to latest API")
Signed-off-by: Luiz Augusto von Dentz <luiz.von.dentz@intel.com>