Subscription could be lost if loop is started before connecting to server. (inconsistiency in docs)

# Prerequisites

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- [x] Test the latest release of the library.
- [x] Search existing issues.
- [x] Read the relevant documentation.
- [x] Review your server configuration and logs.
- [ ] Consider testing against a different server (e.g. [mqtt.eclipseprojects.io](https://mqtt.eclipseprojects.io/) or [test.mosquitto.org](https://test.mosquitto.org/))
- [x] If possible, test using another tool (e.g. [MQTTX](https://mqttx.app/) / [mosquitto_sub](https://mosquitto.org/man/mosquitto_sub-1.html))
to confirm the issue is specific to this client.
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# Bug Description

According do [docs](https://eclipse.dev/paho/files/paho.mqtt.python/html/client.html#paho.mqtt.client.Client.connect):

It is acceptable to firstly launch event loop before connecting.

> Connect to a remote broker. This is a blocking call that establishes the underlying connection and transmits a CONNECT packet. Note that the connection status will not be updated until a CONNACK is received and processed (**this requires a running network loop**, see [loop_start](https://eclipse.dev/paho/files/paho.mqtt.python/html/client.html#paho.mqtt.client.Client.loop_start), [loop_forever](https://eclipse.dev/paho/files/paho.mqtt.python/html/client.html#paho.mqtt.client.Client.loop_forever), [loop](https://eclipse.dev/paho/files/paho.mqtt.python/html/client.html#paho.mqtt.client.Client.loop)…).

But according to examples (like [client_sub](https://github.com/eclipse/paho.mqtt.python/blob/master/examples/client_sub.py) ) the order is opposite.

```py
mqttc.on_subscribe = on_subscribe
# Uncomment to enable debug messages
# mqttc.on_log = on_log
mqttc.connect("mqtt.eclipseprojects.io", 1883, 60)
mqttc.subscribe("$SYS/#")
```

When I tried to start loop before connecting I had problems with connection and with subscription.

# Reproduction

1. Run simple MQTT broker
```
docker run -d --name emqx -p 1883:1883 -p 8083:8083 -p 8084:8084 -p 8883:8883 -p 18083:18083 emqx:5.0.20
```
2. Run code
```py
import time
import paho.mqtt.client as mqtt

def on_connect(mqttc, obj, flags, reason_code, properties):
print("reason_code: " + str(reason_code))

def on_message(mqttc, obj, msg):
print(msg.topic + " " + str(msg.qos) + " " + str(msg.payload))

def on_subscribe(mqttc, obj, mid, reason_code_list, properties):
print("Subscribed: " + str(mid) + " " + str(reason_code_list))

mqttc = mqtt.Client(mqtt.CallbackAPIVersion.VERSION2)
mqttc.on_message = on_message
mqttc.on_connect = on_connect
mqttc.on_subscribe = on_subscribe
mqttc.loop_start() ### LOOP STARTED BEFORE CONNECTION
mqttc.connect("localhost", 1883, 60)
print("Is connected: ", mqttc.is_connected())
mqttc.subscribe("/#")

while True:
time.sleep(1)
```
3. Send something to on thread `/logs` using tool like MQTTX
4. Subscription does not work (messages are not printed)
```
$ python3 ./example.py
Is connected: False
reason_code: Success
```

Replacing order in this code
```py
mqttc.connect("localhost", 1883, 60)
mqttc.loop_start() ### LOOP STARTED AFTER CONNECTION
```

Fixes the issue:

```
$ python3 ./example.py
Is connected: False
reason_code: Success
Subscribed: 1 [ReasonCode(Suback, 'Granted QoS 0')]
/logs 0 b'{\n "msg": "xxxxxxxxx"\n}'
```

# Environment

* Python version: 3.10
* Library version: 2.0
* Operating system (including version): Ubuntu 22.04
* MQTT server (name, version, configuration, hosting details): (check repro)

# Logs