You guessed right, Jerry. Connection Finder and Relationship Finder are separate, and they work differently.
Connection Finder looks at the connection steps between people. These can be parent-child connections, sibling connections, or marriages. It finds the connection path that has the fewest number of steps. Because of the large number of possible connections, this makes intensive use of computer resources, so it only calculates out to 10 steps when you ask it to find a connection. You connection with your 6th cousin is about 14 steps, when you count up and down the family lines, so Connection Finder doesn't find it.
The connections to the 4 connection targets on the bottoms of most profiles are precalculated in a major batch-processing job.