A person who is failing to make connections can be described as being obtuse. This can be used to describe someone who is failing to do so despite their best efforts (e.g. "Forgive me for being obtuse, but can you repeat that?"), but I consider it especially apt for describing someone who isn't really trying to understand or is resistant to the idea in some way (in somewhat the same sense that Upton Sinclair meant when he wrote, "It is difficult to get a man to understand something, when his salary depends upon his not understanding it.").
"Being obtuse" can also be used to describe someone who does understand but is being overly pedantic, as in:
Alice: "Can you hand me one of those Kleenex?"
Bob (not moving): "Those aren't Kleenex-brand, they're generic facial tissues."
Alice: "Oh, don't be so obtuse."