Just looking at some general history, I was trying to use the Relationship Finder to see the lineage of King George VI (Sachsen-Coburg_und_Gotha-4)(by the way, there's no way to search for King George VI, you've got to know that his name was Albert Sachsen-Coburg_und_Gotha) and trace him back to William the Conqueror (Normandie-32). The Relationship Finder says We could not find a blood relationship between William I the Conqueror (Normandie) de Normandie and George VI (Sachsen-Coburg und Gotha) Windsor.
So I swapped to the Connection Finder, which found 23 degrees, and when I examined it (and looked at the Alternative View), it does seem to be all a straight line of direct descent.
So is there a problem with the Relationship Finder?
The Relationship Finder defaults to checking only 15 generations and they are not related within that number of generations. However if you click the "SEARCH 30 GENERATIONS" button then it says that William the Conqueror is the 24th great grandfather of George VI.