Well this explains it, you’re testing something I could not see… Now that I have a direct link, that helps.
The “Business Directory” is the page title. It is not generated by Connections, it is the title you gave the page.
The Connections Category Widget links to the “Business Directory” page (filtered by the category clicked in the widget), not your custom pages that you made for the separate categories. Check the page URL/s in the address bar of the browser.
So, there is no archive page since it is the same page displayed with the list filtered by category. You can test this, change the title of this page to something different.
Connections, unless you break it apart manually like you did with your category pages, is designed to use a single page for display. There are no separate pages.
To remove the title, you need to edit the theme’s template files or better create a custom theme page template which does not include the title. Or if the theme has the option, which some do, to turn the title of on the directory page.
So how does Connections add the category name or entry name to the title, you might ask. Connections filters the page title based on how the list is being filtered.
The code that does this is here:
It hooks into the WP
the_title filter here:
Does that help?