Support pre-connected Client

[kevinresol]

I was trying to use this with the WiFiClientSecure Client for ESP32 where I need to call its connect function manually because it has a non-standard overload to support the TLS/SSL stuff:

client.connect(DOMAIN, PORT, CA_CERT, CLIENT_CERT, PRIVATE_KEY);

However, if I use this pre-connected Client with PubSubClient, the latter's connect call will be basically skipped because pubsub.connected returns true when the underlying Client is connected, disregarding the it's own internal MQTT state.

In order to make it work with a pre-connected Client, I did 2 things:

1. in connected, double check the internal MQTT state is MQTT_CONNECTED , after checking the underlying Client is connected
2. In connect, skip the underlying Client's connect call if it is already connected.

P.S. It is not needed to call setServer if the underlying Client is manually connected.

[knolleary]

Thanks - apologies for the long delay. This change looks good.