I was able to reproduce this behavior on our end. When you hover over the blue dot at the edge of a selected shape and use quick create to add a connector, the connector skips to the nearest shape if it’s too close.
I understand how much more useful it would be if quick create could create connectors to nearby objects. I’ll pass your feedback along to our product team for consideration. While we can’t guarantee when or if this behavior will change, we truly appreciate your help in bringing more attention to the issue.
In the meantime, I know it’s might not an ideal solution, but please use the Connectors from the shapes menu in the toolbar.