Don't stop scanning until connection is established or failed.

Connection fails when an application is in the background and there is
no active scan.

Fix: 444623240
Test: atest SuggestedDeviceConnectionManagerTest
Test: On a physical device
Flag: com.android.media.flags.use_suggested_device_connection_manager
Change-Id: I7cea195e70f3fc0f8702a662f7f3ff3b7527cff9