net: app: Check that we could install recv_cb after connected
net: app: Check that we could install recv_cb after connected

Inform user if we could not install receive callback after
a connection is created in net-app client.

Coverity-CID: 178246
Fixes #4582

Signed-off-by: Jukka Rissanen <f9f077d1da4c7aa947f9864fa5a28c3588f6a45d@linux.intel.com>

nashif/zephyr,GiulianoFranchetto/zephyr,GiulianoFranchetto/zephyr,fbsder/zephyr,fbsder/zephyr,GiulianoFranchetto/zephyr,aceofall/zephyr-iotos,aceofall/zephyr-iotos,kraj/zephyr,fbsder/zephyr,Vudentz/zephyr,zephyrproject-rtos/zephyr,Vudentz/zephyr,finikorg/zephyr,GiulianoFranchetto/zephyr,punitvara/zephyr,Vudentz/zephyr,mbolivar/zephyr,mbolivar/zephyr,galak/zephyr,nashif/zephyr,zephyrproject-rtos/zephyr,kraj/zephyr,mbolivar/zephyr,ldts/zephyr,aceofall/zephyr-iotos,zephyriot/zephyr,nashif/zephyr,fbsder/zephyr,galak/zephyr,Vudentz/zephyr,kraj/zephyr,galak/zephyr,zephyriot/zephyr,mbolivar/zephyr,punitvara/zephyr,explora26/zephyr,ldts/zephyr,ldts/zephyr,kraj/zephyr,ldts/zephyr,Vudentz/zephyr,aceofall/zephyr-iotos,explora26/zephyr,punitvara/zephyr,punitvara/zephyr,zephyriot/zephyr,ldts/zephyr,mbolivar/zephyr,zephyrproject-rtos/zephyr,nashif/zephyr,fbsder/zephyr,zephyriot/zephyr,explora26/zephyr,nashif/zephyr,finikorg/zephyr,punitvara/zephyr,explora26/zephyr,galak/zephyr,zephyrproject-rtos/zephyr,zephyriot/zephyr,kraj/zephyr,aceofall/zephyr-iotos,Vudentz/zephyr,galak/zephyr,finikorg/zephyr,finikorg/zephyr,explora26/zephyr,GiulianoFranchetto/zephyr,zephyrproject-rtos/zephyr,finikorg/zephyr