A while ago I had this come up for a customer who was testing AWS S3 connections in Purview, and we ran into almost the exact same error when trying to delete the connection. Even though it looked like all the related items were already removed, Purview still refused to delete it because something in the metadata graph was still referencing that connection behind the scenes.
What actually helped was removing every object that could possibly depend on it, including the data source, the credential, and any scan configurations or lineage items tied to it. In our case, the delete button was also greyed out for the scan ruleset, and we had to unlink it first. After cleaning those pieces up and giving Purview a few minutes to sync its internal metadata, the connection finally deleted without errors.
The message you’re seeing simply means Purview believes something still depends on that connection, even if it’s invisible in the UI. Clearing all dependencies and letting metadata refresh usually resolves it, but if it doesn’t, you’ll need Azure support to clear the orphaned reference on the backend.