Restore return statement that went missing.

[bzbarsky-apple]

The changes in #19870
incorrectly removed a return here. Now we'll fall through to the cases that
assume the proxy is not in a connected state to start with, which is not
desirable.

Problem

Logic was changed in a way it should not have been.

Change overview

Restore old logic flow.

Testing

Examined the code before/after the changes involved.

[github-actions]

PR #20087: Size comparison from d4bb6ee to c36ec83

Increases (5 builds for cc13x2_26x2, cyw30739, esp32, telink)

platform	target	config	section	d4bb6ee	c36ec83	change	% change
cc13x2_26x2	lock-ftd	LP_CC2652R7	(read only)	667311	667319	8	0.0
			.text	590848	590856	8	0.0
cyw30739	lock	cyw930739m2evb_01	(read/write)	581966	581974	8	0.0
			.app_xip_area	458776	458784	8	0.0
	ota-requestor-no-progress-logging	cyw930739m2evb_01	(read/write)	583186	583194	8	0.0
			.app_xip_area	461036	461044	8	0.0
esp32	all-clusters-app	c3devkit	(read only)	1018282	1018284	2	0.0
			.flash.text	1018282	1018284	2	0.0
telink	light-switch-app	tlsr9518adk80d	text	564538	564540	2	0.0

Decreases (2 builds for cc13x2_26x2, telink)

platform	target	config	section	d4bb6ee	c36ec83	change	% change
cc13x2_26x2	lock-ftd	LP_CC2652R7	(read/write)	175824	175816	-8	-0.0
telink	lighting-app	tlsr9518adk80d	text	580900	580898	-2	-0.0

Full report (30 builds for cc13x2_26x2, cyw30739, efr32, esp32, k32w, linux, mbed, nrfconnect, p6, telink)

platform	target	config	section	d4bb6ee	c36ec83	change	% change
cc13x2_26x2	all-clusters-app	LP_CC2652R7	(read only)	664779	664779	0	0.0
			(read/write)	188212	188212	0	0.0
			.bss	75884	75884	0	0.0
			.data	3356	3356	0	0.0
			.rodata	87891	87891	0	0.0
			.text	576572	576572	0	0.0
	all-clusters-minimal-app	LP_CC2652R7	(read only)	653511	653511	0	0.0
			(read/write)	198776	198776	0	0.0
			.bss	75180	75180	0	0.0
			.data	3356	3356	0	0.0
			.rodata	91359	91359	0	0.0
			.text	561836	561836	0	0.0
	lock-ftd	LP_CC2652R7	(read only)	667311	667319	8	0.0
			(read/write)	175824	175816	-8	-0.0
			.bss	72916	72916	0	0.0
			.data	3280	3280	0	0.0
			.rodata	75983	75983	0	0.0
			.text	590848	590856	8	0.0
	lock-mtd	LP_CC2652R7	(read only)	616727	616727	0	0.0
			(read/write)	146032	146032	0	0.0
			.bss	68636	68636	0	0.0
			.data	3280	3280	0	0.0
			.rodata	75863	75863	0	0.0
			.text	540376	540376	0	0.0
	pump-app	LP_CC2652R7	(read only)	676759	676759	0	0.0
			(read/write)	167232	167232	0	0.0
			.bss	73004	73004	0	0.0
			.data	3280	3280	0	0.0
			.rodata	88215	88215	0	0.0
			.text	588060	588060	0	0.0
	pump-controller-app	LP_CC2652R7	(read only)	662611	662611	0	0.0
			(read/write)	181500	181500	0	0.0
			.bss	73124	73124	0	0.0
			.data	3276	3276	0	0.0
			.rodata	84067	84067	0	0.0
			.text	578064	578064	0	0.0
	shell	LP_CC2652R7	(read only)	657250	657250	0	0.0
			(read/write)	191244	191244	0	0.0
			.bss	78188	78188	0	0.0
			.data	3360	3360	0	0.0
			.rodata	84650	84650	0	0.0
			.text	572284	572284	0	0.0
cyw30739	light	cyw930739m2evb_01	(read/write)	580398	580398	0	0.0
			.app_xip_area	457400	457400	0	0.0
			.bss	65960	65960	0	0.0
			.data	716	716	0	0.0
			.rodata	0	0	0	0.0
			.text	112	112	0	0.0
	lock	cyw930739m2evb_01	(read/write)	581966	581974	8	0.0
			.app_xip_area	458776	458784	8	0.0
			.bss	66152	66152	0	0.0
			.data	720	720	0	0.0
			.rodata	0	0	0	0.0
			.text	112	112	0	0.0
	ota-requestor-no-progress-logging	cyw930739m2evb_01	(read/write)	583186	583194	8	0.0
			.app_xip_area	461036	461044	8	0.0
			.bss	65168	65168	0	0.0
			.data	660	660	0	0.0
			.rodata	0	0	0	0.0
			.text	112	112	0	0.0
efr32	lighting-app	BRD4161A	(read/write)	1081116	1081116	0	0.0
			.bss	134764	134764	0	0.0
			.data	2048	2048	0	0.0
			.text	944284	944284	0	0.0
		BRD4161A+rpc	(read/write)	1135412	1135412	0	0.0
			.bss	151452	151452	0	0.0
			.data	2260	2260	0	0.0
			.text	981680	981680	0	0.0
		BRD4161A+rs911x	(read/write)	943648	943648	0	0.0
			.bss	140480	140480	0	0.0
			.data	2048	2048	0	0.0
			.text	801100	801100	0	0.0
	lock-app	BRD4161A+wf200	(read/write)	1120920	1120920	0	0.0
			.bss	140912	140912	0	0.0
			.data	2060	2060	0	0.0
			.text	977928	977928	0	0.0
	window-app	BRD4161A	(read/write)	1066396	1066396	0	0.0
			.bss	134844	134844	0	0.0
			.data	2076	2076	0	0.0
			.text	929452	929452	0	0.0
esp32	all-clusters-app	c3devkit	(read only)	1018282	1018284	2	0.0
			(read/write)	1486482	1486482	0	0.0
			.dram0.bss	71856	71856	0	0.0
			.dram0.data	14624	14624	0	0.0
			.flash.rodata	214576	214576	0	0.0
			.flash.text	1018282	1018284	2	0.0
			.iram0.text	62902	62902	0	0.0
		m5stack	(read only)	1072455	1072455	0	0.0
			(read/write)	488576	488576	0	0.0
			.dram0.bss	77376	77376	0	0.0
			.dram0.data	34144	34144	0	0.0
			.flash.rodata	245060	245060	0	0.0
			.flash.text	1067071	1067071	0	0.0
			.iram0.text	123267	123267	0	0.0
k32w	light	k32w061+release	(read/write)	659568	659568	0	0.0
			.bss	71284	71284	0	0.0
			.data	1992	1992	0	0.0
			.text	580492	580492	0	0.0
	lock	k32w061+release	(read/write)	685824	685824	0	0.0
			.bss	71756	71756	0	0.0
			.data	2004	2004	0	0.0
			.text	606264	606264	0	0.0
linux	chip-tool-no-interactive-ipv6only	arm64	(read only)	9905332	9905332	0	0.0
			(read/write)	675649	675649	0	0.0
			.bss	42609	42609	0	0.0
			.data	1152	1152	0	0.0
			.data.rel.ro	614640	614640	0	0.0
			.dynamic	528	528	0	0.0
			.got	13440	13440	0	0.0
			.init	24	24	0	0.0
			.init_array	192	192	0	0.0
			.rodata	472196	472196	0	0.0
			.text	7893540	7893540	0	0.0
	thermostat-no-ble	arm64	(read only)	2591020	2591020	0	0.0
			(read/write)	158897	158897	0	0.0
			.bss	65841	65841	0	0.0
			.data	1704	1704	0	0.0
			.data.rel.ro	83256	83256	0	0.0
			.dynamic	528	528	0	0.0
			.got	5072	5072	0	0.0
			.init	24	24	0	0.0
			.init_array	400	400	0	0.0
			.rodata	165004	165004	0	0.0
			.text	2186288	2186288	0	0.0
mbed	lock-app	CY8CPROTO_062_4343W+release	(read only)	6224	6224	0	0.0
			(read/write)	2446560	2446560	0	0.0
			.bss	215708	215708	0	0.0
			.data	5872	5872	0	0.0
			.text	1409204	1409204	0	0.0
nrfconnect	all-clusters-app	nrf52840dk_nrf52840	(read/write)	1174287	1174287	0	0.0
			bss	144658	144658	0	0.0
			rodata	141136	141136	0	0.0
			text	809564	809564	0	0.0
	all-clusters-minimal-app	nrf52840dk_nrf52840	(read/write)	1155139	1155139	0	0.0
			bss	143894	143894	0	0.0
			rodata	133068	133068	0	0.0
			text	799264	799264	0	0.0
p6	all-clusters-app	default	(read/write)	2562440	2562440	0	0.0
			.bss	150888	150888	0	0.0
			.data	2776	2776	0	0.0
			.text	1520704	1520704	0	0.0
	all-clusters-minimal-app	default	(read/write)	2508288	2508288	0	0.0
			.bss	150168	150168	0	0.0
			.data	2776	2776	0	0.0
			.text	1466552	1466552	0	0.0
	light-app	default	(read/write)	2438440	2438440	0	0.0
			.bss	142224	142224	0	0.0
			.data	2592	2592	0	0.0
			.text	1396704	1396704	0	0.0
	lock-app	default	(read/write)	2464704	2464704	0	0.0
			.bss	142072	142072	0	0.0
			.data	2600	2600	0	0.0
			.text	1422968	1422968	0	0.0
telink	light-switch-app	tlsr9518adk80d	(read/write)	797580	797580	0	0.0
			bss	72336	72336	0	0.0
			noinit	40416	40416	0	0.0
			text	564538	564540	2	0.0
	lighting-app	tlsr9518adk80d	(read/write)	817440	817440	0	0.0
			bss	73172	73172	0	0.0
			noinit	40416	40416	0	0.0
			text	580900	580898	-2	-0.0