net: sockets: tls: Align DTLS connect() behavior with regular TLS

DTLS socket is not really connection-less as UDP, as it required the
DTLS handshake to take place before the socket is usable. Therefore,
align the DTLS connect() behavior with regular TLS.
The change is backward compatible. connect() call is still optional for
DTLS socket (the handshake can still take place from send()/recv()) and
a socket option was provided to disable DTLS handshake on connect().

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