net: sockets: Fix connected datagram socket packet filtering

The previous patch to address race condition on STREAM sockets had a
side effect on DGRAM socket, where net_context_recv() is not only
installing recv callback, but also registering a connection at net_conn
level. Doing so before setting remote address first (which is done in
net_context_connect()) had an impact on the connected DGRAM socket
operation, which now accepted packets from any remote peer, and not only
the one socket was connected to.

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