net: lwm2m: fix connection handling in RD client

A few cases were missed where we weren't cleaning up the existing
connection correctly.  This was easily missed because we try and
clean up the connection everywhere.

Instead, let's clean up any existing connection prior to starting
a new one in the do_bootstrap_reg() and do_registration()
functions.

Signed-off-by: Michael Scott <mike@foundries.io>