It seems that FigJam connector lines copied over to Figma treat all component instances as if they were ‘flat’ objects. This means that connector lines won’t snap to any layers within a component instance (but will snap to layers inside the main component).
There is a workaround (holding Cmd key when dragging) but the connector line won’t snap unless the top-level component is detached.
What could be useful for many wireframing tasks is being able to connect specific layers within component instances (as component instances are helpful in making flows more digestible for colleagues and testers)
Here’s a graphic trying to explain where the issue lies: