Unless you have made changes to the connection, it really doesn't matter if the connection file fails to upload.
in fact, it is usually a good thing to have the connection folder fail to upload.
For you site to work correctly on the local testing server and the remote server, you need to have different connection information on the version of the connection file that is on your local system (Information to connect to the Local MySQL server), and the remote connection file should have the information to connect to the remote MySQL Server.
Once you make the changes to the version that uploaded remotely, you dont want to over write it with the local copy or the remote site will stop working.