Bluetooth: conn: Set initial responder address when connecting

If the connection process fails the user may still need to do
bt_conn_get_info() in its connected callback, so this needs to give a
meaningful value for the remote address. Start off with the one that
was given to bt_conn_create_le().

Jira: ZEP-2005

Change-Id: I4e9a033dec7c55fa549f5b6746c3bd81c0ccade5
Signed-off-by: Johan Hedberg <johan.hedberg@intel.com>