cfg80211: fix two buglets

This fixes two small bugs:
 1) the connect variable is already initialised, and the
    assignment to auth_type overwrites the previous setting
    with a wrong value
 2) when all authentication attempts fail, we need to report
    that we couldn't connect

Signed-off-by: Johannes Berg <johannes@sipsolutions.net>
Signed-off-by: John W. Linville <linville@tuxdriver.com>