net: lwm2m: Fix lwm2m_socket_start() error handling

In case lwm2m_socket_start() internal error, it should only do cleanup
on the socket, i. e. call lwm2m_socket_close(), not lwm2m_engine_stop().
The latter resets the entire lwm2m_context, which results in removal of
active observations.

This should not be done, as it collides with the RD client logic, where
connection resumption may skip the full registration phase, in result
not notifying the server that it should restart the observations.

At the same time, the RD client should clean the lwm2m_context when it's
done trying to update the registration and proceeds with regular
registration/bootstrap in the network error handler. In that case, only
the socket was closed, so the lwm2m_context needs to be reset
separately.

Signed-off-by: Robert Lubos <robert.lubos@nordicsemi.no>