Connections only means it goes from person one to person two by way of marriage connections, as well as by blood.
I might be connected to someone because my father's mother's brother was married to their sister's husband's grandfather's half sister. We do not share any ancestors.
I am related to someone if the trail goes only by blood. My great-grandmother's brother's great-great-granddaughter is my cousin, because we both share an ancestor.
Ellen (Whelan) Ffrench (1831 - 1906) (linked to in your question) does not currently have a father profiled on WT.
Can you say where you believe the connection should be?
No worries. We all make mistakes, even when we're no longer new!
All sorted now, and you are showing appropriately genealogically related. (And, therefore, also related to George Harrison, of Beatles fame.)