diag: Update hdlc mode for peripherals after mdlog exit

Presently hdlc mode is not getting updated for a peripheral after
multimode mdlog exit. Update the peripheral's hdlc mode while
closing the mdlog session.

Change-Id: I255db98b592648df00e779027232a55c4585de6a
Signed-off-by: Manoj Prabhu B <bmanoj@codeaurora.org>