I wouldn’t think so. The CONNECT is not a speaker, it’s just a device that you use to connect the Sonos ecosystem to an outside device, and vice versa. In fact, the FAQ for the Sub Mini says:
Which Sonos products can be paired with Sub Mini?
Sub Mini will pair with an amplified, non-portable Sonos product using the Sonos app. Learn more here.
The CONNECT is not amplified.
Edit: And of course, for all the same reasons a Sonos Sub can’t be bonded to the Sonos CONNECT and Port.
For my shame, I had already looked at the page that had this information in it, and didn’t see it:
“ Sub Mini can be paired with most amplified Sonos products running S2 software. However, Sub Mini cannot be paired with unamplified or portable products including Connect, Port, Move, Roam, and Roam SL. “
d’Oh!