On EVENT_CONNECT in DcRetryingState do not go inactive.

Going to DcInactiveState from DcRetryingState on EVENT_CONNECT causes
us to forget we are retrying the original connection and if this is
a different connection we can disconnect completely when we shouldn't.

For example, when we're retrying the default connection and we get a
request to connect to supl or mms which are short lived connections
we'll become completely disconnected.

Bug: 8770139
Change-Id: Id271bc7f88d12e6d9fe9451b09f9c9412e6959f4