I cannot reproduce the issue. It seems, that there is s.th. else going wrong. At 00:08 in your video you see, that the spline you want to connect makes a loop in the moment you click. So the start point of that spline is not connected to the predecessor(?).
Since the spline network is watched by the network object, it is a good idea to avoid problems by NOT working on the splines directly under the network object. So edit your splines outside of the network object and move it into afterwards. Or disable the lane tag while editing spline points.
As Manuel said, modifications like connections are best done with the built-in functions.