mcumgr: transport: smp_udp: Start socket on interface UP

The implementation waited for a NET_EVENT_L4_CONNECTED event to be
emitted. However we can start the receiving thread in case the interface
is up.

This allows for IPv6 Link Local addresses to be used with mcumgr.

Signed-off-by: Pieter De Gendt <pieter.degendt@basalte.be>