There’s a couple of things here. I’d certainly double check that the RCA cables are fully inserted in the line in on the CONNECT. It’s been seen before that they were accidentally connected to the line out ports. From my understanding, there is an internal physical switch of some type, if they aren’t inserted all the way, that switch isn’t triggered. Honestly, I’d be tempted to just try another set of cables, too, but I have a box full of them. YMMV. 

Next, I’d try a reboot of the CONNECT, by unplugging it from the wall for two minutes. It will force a reload of the OS when it comes back up, as well as all your settings (playlists, streaming services, etc).

If you have other Sonos devices on the same network, you could then try a factory reset, but that’s ‘destructive’, and erases all data (logs, playlists, streamers, etc) from it. If you have another Sonos device, they’ll copy back over, but if that is your only Sonos, it will erase everything, and return it to the ‘right out of the box’ experience, with everything erased. 

Finally, if none of the above helps, I’d call Sonos Support to discuss it.

When you speak directly to the Support staff, they have tools at their disposal that will allow them to give you advice specific to your network and Sonos system.