[backport#16898] test: Use connect_nodes when connecting nodes in the test_framework

Summary:
https://github.com/bitcoin/bitcoin/pull/16898/commits/faaee1e39a91b3f603881655d3980c29af09852b

Partial backport of Core PR16898

Test Plan:

ninja check-all

Reviewers: #bitcoin_abc, jasonbcox

Reviewed By: #bitcoin_abc, jasonbcox

Subscribers: jasonbcox

Differential Revision: https://reviews.bitcoinabc.org/D6490