I have made a test on my side and don't have the issue that you mentioned. The screenshot as below:
Please check if you have provided a proper Sharepoint account to create a connection to your SP site on your side. Also please take a try to create a connection to SP site with another account on your side, then check if the issue still exists.
In addition, please take a try to clear cache of your browser, and then try it again on your side, check if the issue is solved.
Also please check if you have typed proper site url within the Connection Settings, the standard format of Site Url as below:
Community Support Team _ Kris Dai If this post helps, then please consider Accept it as the solution to help the other members find it more quickly.