Bluetooth: hci_event: Fix creating hci_conn object on error status

It is useless to create a hci_conn object if on error status as the
result would be it being freed in the process and anyway it is likely
the result of controller and host stack being out of sync.

Signed-off-by: Luiz Augusto von Dentz <luiz.von.dentz@intel.com>
Signed-off-by: Marcel Holtmann <marcel@holtmann.org>