cf-socket: if socket is already connected, return CURLE_OK
In 7.87.0, if callback method for CURLOPT_SOCKOPTFUNCTION returns
CURL_SOCKOPT_ALREADY_CONNECTED then curl library used to return
CURLE_OK. n 7.88.0, now even if callback returns
CURL_SOCKOPT_ALREADY_CONNECTED, curl library still tries to connect to
socket by invoking method do_connect().
This is regression caused by commit
https://github.com/curl/curl/commit/71b7e0161032927cdfb
Fix: Check if we are already connected and return CURLE_OK.
Fixes #10626
Closes #10648