Hi,
I have a question here , Have you by any chance had your connection role imported in the source environment as a managed solution and you also have not modified it prior to being added to the solution ?
Please refer to the article below as a solution guide:
docs.microsoft.com/.../configure-connection-roles
you simply add them inside the solution you want to export from source environment then import to the target one.
and you can check below bullet point also:
- For an entity to be available as a record type for a new or existing connection role, the Enable connections property must be enabled for the entity.
So make sure that you include the connection role and entity itself inside the solution before exporting it and try to deploy again.
I have tried the same scenario on a vanilla environment and it is working fine

Please let me know if it is working or still have issue.