[LNA] Change WebSocketEventInterface::OnURLRequestConnected to match URLRequest::Delegate::OnURLRequestConnected

Change OnURLRequestConnected delegate in Web Sockets classes to match
URLRequest::Delegate::OnURLRequestConnected; this will allow an LNA
permissions check to happen in
network::WebSocket::WebSocketEventHandler::OnURLRequestConnected using
UrlLoaderNetworkObserver::OnLocalNetworkAccessPermissionRequired

Bug: 421156866
Change-Id: I23d46c6feb8061c717aab9cde9df8b3d191cd531
Reviewed-on: https://chromium-review.googlesource.com/c/chromium/src/+/6872195
Commit-Queue: Hubert Chao <hchao@chromium.org>
Reviewed-by: Adam Rice <ricea@chromium.org>
Cr-Commit-Position: refs/heads/main@{#1509327}