### Summary

I have an inventory with two hosts, say H1 an H2.
On H2, I execute a task with `delegate_to: H1`. It seems, however, that the task is eventually executed on H2.


### Issue Type

Bug Report

### Component Name

core

### Ansible Version

```console
$ ansible --version
ansible [core 2.11.5] 
  config file = /etc/ansible/ansible.cfg
  configured module search path = ['/home/mrks/.ansible/plugins/modules', '/usr/share/ansible/plugins/modules']
  ansible python module location = /usr/lib/python3.9/site-packages/ansible
  ansible collection location = /home/mrks/.ansible/collections:/usr/share/ansible/collections
  executable location = /usr/bin/ansible
  python version = 3.9.7 (default, Aug 31 2021, 13:28:12) [GCC 11.1.0]
  jinja version = 3.0.2
  libyaml = True
```


### Configuration

```console
$ ansible-config dump --only-changed
<none>
```


### OS / Environment

Arch Linux

### Steps to Reproduce

Playbook:
```yaml
- hosts: H2
  tasks:
  - shell: hostname
    register: foo
    delegate_to: H1
  - debug:
    var: foo
```


### Expected Results

Expected foo.stdout = 'H1'.

By the way, I am pretty sure that this worked for a long time.

### Actual Results

```console
TASK [shell] *******************************************************************
changed: [H2 -> H1]

TASK [debug] *******************************************************************
ok: [H2] => {
    "foo": {
...
        "stdout": "H2",
        "stdout_lines": [
            "H2"
        ]
    }
}
```


### Code of Conduct

- [X] I agree to follow the Ansible Code of Conduct
option_vars = C.config.get_plugin_vars('connection', connection._load_name)
        plugin = connection._sub_plugin
        if plugin.get('type'):
            option_vars.extend(C.config.get_plugin_vars(plugin['type'], plugin['name']))
        options = {}
        for k in option_vars:
            if k in final_vars:
                options[k] = templar.template(final_vars[k])
        return options
    def _set_plugin_options(self, plugin_type, variables, templar, task_keys):
        try:
            plugin = getattr(self._connection, '_%s' % plugin_type)
        except AttributeError:
            
            plugin = getattr(self._connection, plugin_type)
        option_vars = C.config.get_plugin_vars(plugin_type, plugin._load_name)
        options = {}
        for k in option_vars:
            if k in variables:
                options[k] = templar.template(variables[k])
        
        plugin.set_options(task_keys=task_keys, var_options=options)
        return option_vars
    def _set_connection_options(self, variables, templar):