Hi Danssmith,
Thanks for your reply in Private Message.
According to my test, when I copy the pivot table to another workbook, it will also copy the connection to the new one.
You can paste as no format to avoid the connection if you don't need it.
For this issue doesn't happen in previous version, we would like to suggest you leave a comment to
Excel for Mac UserVoice to let the product team know your requirement.
You can also click the smile face in the Excel client to provide a feedback, it will also be sent to the product team.
Thanks for your understanding.
Best Regards,
Gloria