After using the Connect command on a junction that lies on top of an edge, the two features are not connected. At your present scale, it may appear that the junction is geometrically coincident with the edge when it is not. To make sure the two network features are geometrically coincident:
1. Open the snapping environment window and set Edge snapping for the edge feature class to which you want the junction to snap.
2. Select and move the junction. You should see it snap to the Edge.
3. With the junction is still selected, click the Connect command.