Yep it’s odd, but, I assure you, there’s nothing special about Connections or its add-ons when it comes to installation and updating by WordPress. By that I mean, WordPress handles that. I have no custom code there. So, it follows the same process as the many thousands of other WordPress plugins. I’d chalk it up to a glitch in either the install or uninstall functions in WP. My best guess is that file WordPress did not set the correct file permissions when that file was installed making it so it could not be deleted. Seems this does happen and is not unique to Connections.
Any way, glad I could help!