Once Wi-Fi is associated few parameters like listen interval and
power-save mode cannot be changed. The state for association is
"ASSOCIATED" and not completed. Even after state transitions to
COMPLETE, it can still go back to other states, e.g., PTK/GTK renewal.
Fix the state check.
Signed-off-by: Chaitanya Tata <Chaitanya.Tata@nordicsemi.no>