Bluetooth: Stop advertising always before initiating a connection

Most controllers do not support advertising while initiating an LE
connection. We also have to first disable current advertising if the
initiation is going to happen through direct advertising. Therefore,
simply stop advertising as the first thing when starting to issue
commands to establish an LE connection.

Signed-off-by: Johan Hedberg <johan.hedberg@intel.com>
Signed-off-by: Marcel Holtmann <marcel@holtmann.org>