Bluetooth: mgmt: Make use of mgmt_send_event_skb in MGMT_EV_DEVICE_CONNECTED

This makes use of mgmt_alloc_skb to build MGMT_EV_DEVICE_CONNECTED so
the data is copied directly to skb that is then sent using
mgmt_send_event_skb eliminating the necessity of intermediary buffers.

Signed-off-by: Luiz Augusto von Dentz <luiz.von.dentz@intel.com>
Signed-off-by: Marcel Holtmann <marcel@holtmann.org>