I had the same problem.
I tried to deploy a passwordless login with Pulumi (which seems to use Terraform in the background) and in the end, I got a 400 error, because the passwordless part of the URL seems to be fixed.
I then activated the (passwordless) email connection manually and it now seems to be activated for all new applications I deploy. Which is currently fine for me. But, yeah, I had the impression connections would belong to one application and not the other way around.