Bluetooth: Mesh: Fix unable sent mesh message

When proxy advertising enabled, but at same time, the
connection event report, will cause `ADV_FLAG_PROXY` not
set, so cb `connected` will not be process, cause mesh message
unable to sent.

Fixes: https://github.com/zephyrproject-rtos/zephyr/issues/58721



Signed-off-by: Lingao Meng <menglingao@xiaomi.com>