The extended advertising reports do report the PHYs so this store then
in hci_conn so it can be later used in hci_le_ext_create_conn_sync to
narrow the PHYs to be scanned since the controller will also perform a
scan having a smaller set of PHYs shall reduce the time it takes to
find and connect peers.

Fixes: 288c9022 ("Bluetooth: Enable all supported LE PHY by default")
Signed-off-by: Luiz Augusto von Dentz <luiz.von.dentz@intel.com>