This is happening because the shortcode was copy/pasted from this site into the WordPress Visual editor. When this is done, the underlying HTML of the copied text is also pasted. This is not an issue with Connections but how the WordPress Visual editor works. If you copy/paste from a webpage, I highly suggest that it is pasted into the the Text tab of the Visual editor instead. That way the underlying HTML will not be pasted too. This is a good practice to always follow no matter what is being copy/pasted into the WordPress editor.
To fix this, edit the page where the shortcode was pasted and switch the editor to the Text tab. Remove the link from around the shortcode and save. This will fix both issues.
Hope that helps!