Get rid of direct_connect_request

connection_manager.cc after aosp/3315277 keeps accurate list of all
direct connections, so there is no need to keep a separate list.
This effectively reverts aosp/3029225 , which is no longer needed.

Test: atest net_test_conn_multiplexing
Bug: 372202918
Flag: EXEMPT, covered under unittests
Change-Id: I62c44f2dca31b9cfbd0464ba680528571a5c32dd