Bluetooth: mgmt: Add missing hci_dev locking to set_le()

The set_le() function was missing hci_dev locking which is e.g. critical
for the mgmt pending command adding/removing.

Acked-by: Gustavo F. Padovan <padovan@profusion.mobi>
Signed-off-by: Johan Hedberg <johan.hedberg@intel.com>