Do not crash on LE Create Connection "Command Disallowed"

Being in "Connecting" used to mean we are either doing direct
connection, or background connection procedure. Now we have just one
connection procedure. This means there is no ambiguity when the
controller responds with "Command Disallowed" - we know exactly which
state to go back to.

Bug: 110412113
Bug: 112827989
Test: there is no test, or reproduction scenarion to verify that
      Ran GattConnectTest for sanity

Change-Id: I9ed1cdc7ae4032cda4e8a166310eca0004c7f9dc