Once we call ->connect(), we are racing against the actual
connection, and a subsequent transition from CONNECTING ->
CONNECTED.  Set the state to CONNECTING before that, under the
protection of the mutex, to avoid the race.

This was introduced in 928443cd,
with the original socket state code.
Signed-off-by: Sage Weil <sage@inktank.com>
Reviewed-by: Alex Elder <elder@inktank.com>