Bluetooth: Add check for mgmt_alloc_skb() in mgmt_device_connected()

Add check for the return value of mgmt_alloc_skb() in
mgmt_device_connected() to prevent null pointer dereference.

Fixes: e9674143 ("Bluetooth: mgmt: Make use of mgmt_send_event_skb in MGMT_EV_DEVICE_CONNECTED")
Cc: stable@vger.kernel.org
Signed-off-by: Haoxiang Li <haoxiang_li2024@163.com>
Signed-off-by: Luiz Augusto von Dentz <luiz.von.dentz@intel.com>