samples: sockets: Don't open the socket if the test protocol is enabled

In order to be able to run the sanity check, don't open the socket
if the test protocol is enabled.

Also add a debug print at the recv().

This commit will be dropped:

- As soon as the sanity check site accomodates
- As soon as the integration is complete

Signed-off-by: Oleg Zhurakivskyy <oleg.zhurakivskyy@intel.com>