watch_* commands do not indicate if already connected

If you are connected to a device, you still can run `watch_scan`/`watch_broadcast` commands, but (after the devices have expired), this lists are empty. We could think that it means that there is no device in range : that is false. When we are connected, we do not scan anymore and so, the list of scanned devices is empty.

We should add a message telling that the list is empty because we are not scanning anymore to prevent the user to misunderstand what he is reading.