tests: Bluetooth: df: Add missing peer supported feature information

There was missing information about supported CTE response feature
by peer device. That caused a test_set_conn_cte_req_enable to fail.
The test expected that peer device supprots CTE response.

The missing information is added in a common code responsible for
connection object preparation.

Signed-off-by: Piotr Pryga <piotr.pryga@nordicsemi.no>