The daemon SetConfig only persisted the lazy connection flag to the
profile config; the running engine was untouched, so a UI/CLI change
took effect only after a down/up or daemon restart.
Wire SetConfig to push the change into the running engine via a new
ConnMgr.SetLocalLazyConn, which sets enabledLocally like an env/CLI
flag so a later management sync cannot override it, and starts or
stops the lazy manager in place.