[border-agent] add logging for border agent events (#6481)

This commit includes several small changes:
- Add logs for Border Agent Start and Stop events to help analysis
  commissioning issues such as openthread/ot-commissioner#193
  (comment).
- Start Border Agent when the native commissioner is stopped.
- Add CLI command ba state to get current Border Agent state.

tests/scripts/expect/cli-misc.exp

@@ -170,4 +170,7 @@ expect ": InvalidState"
 send "ba port\n"
 expect "Done"
 
+send "ba state\n"
+expect "Done"
+
 dispose_all