nimble/gap: Check if conn is present if with asserts disabled

BLE_HS_DBG_ASSERT is not enabled by default, and that code is
already handling error path.

nimble/host/src/ble_gap.c

@@ -3412,6 +3412,9 @@ ble_gap_rx_conn_complete(struct ble_gap_conn_complete *evt, uint8_t instance)
     /* We verified that there is a free connection when the procedure began. */
     conn = ble_hs_conn_alloc(evt->connection_handle);
     BLE_HS_DBG_ASSERT(conn != NULL);
+    if (conn == NULL) {
+        return BLE_HS_ENOMEM;
+    }
 
     conn->bhc_itvl = evt->conn_itvl;
     conn->bhc_latency = evt->conn_latency;