Connectors are used for mail flow, not mailbox migration.
The reason is still works regardless is because the hybrid connectors are used to ensure mail between on-prem and ExO is "trusted" and the internal Exchange headers arent removed.
If you have no hybrid connectors, then mail will still flow from on-prem to Exo using an existing on-prem send connector to the internet and ExO will still accept the message.
To check with powershell on the on-prem side, look for :
get-sendconnector
on the Exo side:
Get-InboundConnector
and
Get-OutboundConnector
Personally, I would re-run the Hybrid Wizard to see if they are created this time.