Yeah - this is a pain in the rear.
It's an interactive design issue, as in poor design.
Basically, you have to do this:
Tools Menu ...
Snap & Glue ...
Check Under "Currently Active" that both "Snap" and "Glue" are checked.
Check Under "Glue to" that "Connection Points" is turned on.
That'll do it.
Now, what a PAIN IN THE rear.
The connections are very fragile, and can break easily if you try to move
the relationship arrow with the arrow keys on the keyboard (without
protection). Another pain in the arse.