udp: preserve the connected status if only UDP cmsg

If "udp_cmsg_send()" returned 0 (i.e. only UDP cmsg),
"connected" should not be set to 0. Otherwise it stops
the connected socket from using the cached route.

Fixes: 2e8de857

 ("udp: add gso segment cmsg")
Signed-off-by: Yick Xie <yick.xie@gmail.com>
Cc: stable@vger.kernel.org
Reviewed-by: Willem de Bruijn <willemb@google.com>
Link: https://lore.kernel.org/r/20240418170610.867084-1-yick.xie@gmail.com
Signed-off-by: Jakub Kicinski <kuba@kernel.org>