Fixes https://emqx.atlassian.net/browse/EMQX-11771
For the same reasons as we inject `emqx_bridge_*` applications as dependencies to
`emqx_bridge` when starting the node. Already configured connectors are started when
`emqx_connector` application starts, and may lead to crashes and noise in the logs. One
example is to configure a mongodb bridge and restart the node.