Update connect.md

[PhilB-MSFT]

Adding note that SQL FCI is not supported for Arc-enabled SQL Server, as per PG update on IcM 336227961.

[prmerger-automator]

@PhilB-MSFT : Thanks for your contribution! The author(s) have been notified to review your proposed change.

[opbld32]

Docs Build status updates of commit 66d6648:

✅ Validation status: passed

File	Status	Preview URL	Details
docs/sql-server/azure-arc/connect.md	✅Succeeded

For more details, please refer to the build report.

Note: Broken links written as relative paths are included in the above build report. For broken links written as absolute paths or external URLs, see the broken link report.

For any questions, please:

• Try searching the docs.microsoft.com contributor guides
• Post your question in the Docs support channel

[Court72]

@anosov1960

Can you review the proposed changes? IMPORTANT: When the changes are ready for publication, add a #sign-off comment to signal that the PR is ready for the review team to merge.

#label:"aq-pr-triaged"
@MicrosoftDocs/public-repo-pr-review-team

[twright-msft]

#sign-off

[prmerger-automator]

Invalid command: '#sign-off'. Only the assigned author of one or more file in this PR can sign off. @anosov1960

[anosov1960]

#sign-off

[MikeRayMSFT]

#sign-off

[prmerger-automator]

Invalid command: '#sign-off'. Only the assigned author of one or more file in this PR can sign off. @anosov1960