Only checked with Wooden Roadsign.
Apparently the game/server is not auto updating the state of directly connected trail posts of a trail-post that is removed.
(Either directly when removing a trail-holding trail-post, or when trying to apply a "connect" action.)
Resulting in "Connect" failing to work when it actually should work. (Because the trail-post where one tries to apply the "connect" to has not updated its changed state yet.)
Users should not be responsible for manually updating changed trail-posts, by opening them, to make "Connect" work properly. (unless specifically documented in-game).