Bluetooth: Host: Guard set state in conn_destroy

If bt_conn_set_state(conn, BT_CONN_DISCONNECTED) is called
while the connection is already disconnected, this triggers
a warning. This is likely to happen when bt_conn_cleanup_all
is called as part of bt_disable.

Added the state check to avoid unnecessary warnings in the log.

Signed-off-by: Emil Gydesen <emil.gydesen@nordicsemi.no>