![[Image: xNd5CYu.png]](http://i.imgur.com/xNd5CYu.png)
(added blue lines in MS Paint)
Because the "connect" [c] function isn't working.
Yeah, it doesn't works in this way. If you would able to do that you were making the geometry no consistent: two faces inside of it.
So, what you need to do is select those two faces and remove them using the Dissolve command [bck spc]. Then, you will be able to use connect [C] as you did before and get the desired faces.
As micheus said, you can't have two faces on the inside there. Another way is to delete the inner edge where you'd like to connect the two faces, and THEN connect the verticies.