As @supersu said, this is purely a consequence of persistence not yet built in across sessions. The manager for multiple connections itself is actually only like a couple weeks old 😆
This is all pretty brand new, so expect updates that keep making it better. I’ll keep doing what I can to push it along as well. I know lots of people who are working to make this all much easier and more ubiquitous. I think there will be a point in the coming year where enough has finally reached a stable production level that this starts to proliferate really quickly. Then comes the time where we can easily connect any and all of our devices together for any reason, and it seems weird that it didn’t just always work like this.