I find the same typo in a lot of books I read. Shouldn't connexion be connection?

The British English alternative spelling of connection pops up a lot in classic literature. These days, connexion is pretty much a word of the past even in the United Kingdom.

Connexion, pronounced just like connection, can be found in Jane Austen's Emma, Nathaniel Hawthorne's The Scarlet Letter, Herman Melville's Moby-Dick, Lord Byron's Don Juan, and much of Charles Dickens's writing.

From Dickens's Great Expectations:

He had been ominously heard of, through the playbills, as a faithful Black, in connexion with a little girl of noble birth, and a monkey.

As written by James Joyce in A Portrait of the Artist as a Young Man:

Yes, Stephen said, smiling in spite of himself at Cranly's way of remembering thoughts in connexion with places.

And within Vanity Fair, by William Makepeace Thackeray:

It will be seen that the young lady was come into a family of very genteel connexions, and was about to move in a much more distinguished circle than that humble one which she had just quitted in Russell Square.