test: check that peer is connected when calling sync_*

Summary:

Without a connection there is no way to sync, so we can fail early and don't have to wait for the timeout

This is a backport of Core PR18474

Test Plan: ninja && ninja check-functional-extended

Reviewers: #bitcoin_abc, Fabien

Reviewed By: #bitcoin_abc, Fabien

Differential Revision: https://reviews.bitcoinabc.org/D8897