Fixed connect_test.py usage of ConnectHelper.
Fixed connect_test.py usage of ConnectHelper.

- Needed to explicitly open the session.

mbedmicro/pyOCD,flit/pyOCD,mbedmicro/pyOCD,pyocd/pyOCD,mesheven/pyOCD,flit/pyOCD,mesheven/pyOCD,mbedmicro/pyOCD,mesheven/pyOCD,pyocd/pyOCD