test: Move tests from `test_connect.py` in `test_pipeline.py` and `test_utils.py`

[silvanocerza]

Proposed Changes:

Move Pipeline.connect() tests from test_connect.py in TestPipeline class in test_pipeline.py.

One test has been moved in the newly created test_utils.py instead as it's not a member of Pipeline.

How did you test it?

I ran unit tests locally.

Notes for the reviewer

Part of #7611.

Checklist

• I have read the contributors guidelines and the code of conduct
• I have updated the related issue with new insights and changes
• I added unit tests and updated the docstrings
• I've used one of the conventional commit types for my PR title: fix:, feat:, build:, chore:, ci:, docs:, style:, refactor:, perf:, test:.
• I documented my code
• I ran pre-commit hooks and fixed any issue

[coveralls]

Pull Request Test Coverage Report for Build 9224158098

Details

• 0 of 0 changed or added relevant lines in 0 files are covered.
• No unchanged relevant lines lost coverage.
• Overall coverage remained the same at 90.592%

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Totals
Change from base Build 9212041025:	0.0%
Covered Lines:	6692
Relevant Lines:	7387

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💛 - Coveralls