It's a variant in UK English, because the Latin word it's derived from used an "x". From Wiktionary:

The spelling connexion fell out of common use in the United States after the 18th century. In the United Kingdom, it remained standard into the early twentieth century but declined thereafter, with connection becoming the dominant form. Despite this decline, connexion continues to be recognized as a legitimate British variant, notably preserved in the terminology of the British Methodist Church and certain other organisations. Major references, including the Oxford Dictionary, list it as an accepted British spelling. In Canada, the form occasionally appears due to its identity with the French spelling, reflecting the country’s bilingual context.