pf: locally originating connections with 'route-to' fail

Similar to the REPLY_TO shortcut (6d786845cf) we also can't shortcut
ROUTE_TO. If we do we will fail to apply transformations or update the
state, which can lead to premature termination of the connections.

PR: 257106
MFC after: 3 weeks
Sponsored by: Rubicon Communications, LLC ("Netgate")
Differential Revision: https://reviews.freebsd.org/D31177