net: lwm2m: separate closing context from closing socket

Separate closing lwm2m context from closing socket. This patch is required
for the rd client to take more control over lwm2m context and the socket.
The goal is to close the socket and to keep the lwm2m context if this is
needed.

Signed-off-by: Andreas Chmielewski <andreas.chmielewski@grandcentrix.net>