Check keep-alive settings of your samplers. With keep-alive turned on for all samplers each thread would establish connection only once, at the start of test, and reuse it for other requests.
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This value of connection time and keep-alive setting, is more usable when application is running on SSL handshake. If this setting is on and once the connection has been established, response times will decrease. Connection time value is important to know if the changes in response times you’re seeing are caused by these connections being established or if they are due to a resource being exhausted.
Earlier versions of JMeter doesn’t show Connection time as a separate parameter, the latency in JMeter includes the connection time. So you’ll need to subtract the connect time from latency to get pure latency value.
Connect Time
time taken to establish TCP connection (at TCP layer in TCP/IP model) b/w client and server using TCP Handshake. If TCP Handshake is successful, then the client can send further requests (HTTP request - HTTP layer). If not, the client can’t talk to the server. This can happen if the server is not live or busy responding other requests.
Latency Time
JMeter measures the latency from just before sending the request to just after the first response has been received. (Connect time is included while calculating Latency Time)
Elapsed time
JMeter measures the elapsed time from just before sending the request to just after the last response has been received
Keep-alive is an HTTP feature to keep a persistent connection between round trips, so that it does not initiate a new one on every single request. This feature has many benefits, but one of the trade-offs is that it holds resources on the server side and that can be an issue under heavy load.