connection_manager: Fix device no being in Allow List

In following scenario, connection manager could get out of sync
with gd connection manager about device being in allow list.

1. One client is doing backgroun connect
2. Second client is doing direct connect
3. Direct connect failed due to peer being not available
4. Issue happen here and device was not added back to Allow list.

Bug: 294615104
Tag: #feature
Test: atest --host net_test_gatt_conn_multiplexing
Change-Id: I70b32bdbd391f81a2cfd0a529bd83765a2b72ba8