bug(MatFormField): Reactive Forms with FormGroup inside child component doesn't highlight when invalid

#### Reproduction

Use StackBlitz to reproduce your issue: https://stackblitz.com/edit/angular-material-formgroup-nested

Steps to reproduce:
1. Connect a form group to a child component (with custom input component) with validations configured
2. Submit the form without value and the form is invalid

#### Expected Behavior

All the input fields that are invalid to get highlighted.

#### Actual Behavior

Components that are on the root group are highlighted

#### Environment

- Angular: 10+
- CDK/Material:10.0.2 - 10.1.3
- Browser(s): Chrome
- Operating System (e.g. Windows, macOS, Ubuntu): Windows

Start with the linked StackBlitz reproduction and confirm the difference between invalid fields in the root form group and those inside the child component. Trace the Angular Material form-field behavior involved in invalid highlighting; done means all invalid input fields are highlighted after submitting the empty form.

Written by the indexing model from the issue text.