drivers: modem: wncm14a2a: set NET_CONTEXT_CONNECTED state

Set NET_CONTEXT_CONNECTED when stream socket got connected. This fixes
TCP connection when using wncm14a2a modem driver, which got broken after
sockets layer started to validate net_context connection state before
allowing to receive any data.

Signed-off-by: Marcin Niestroj <m.niestroj@grinn-global.com>