Free-floating connectors that are not connected to any object will not be snapped/grouped within a section when you draw a new section over it.
I would assume they should behave the same way as other objects when placed in a section.
Even though the entire point of connectors is to connect it to other objects.
Video: 10.21.2022-15.41.25
Thanks for sharing the recording, Didrik! 
This is actually a known bug and I’ve added your report to the open issue we have with our engineering team for this. Hopefully it’s something we can fix soon - we’ll let you know when we do!
In the meantime, as you discovered in your recording, once you edit the connector within the section it should snap to it (you’ll have to edit both ends individually). While not ideal, this is the best workaround for now.
Hi again Didrik,
Just a quick note to let you know this issue with connectors in sections is now fixed.
Thanks for your patience on this one!