The "CONNECT Table Types - MYSQL Table Type: Accessing MySQL/MariaDB Tables" page:
Does not show an example, except for the "deprecated" syntax, on how to actually specify a password. Not sure who is not using passwords, so this is extremely unhelpful, and good luck SELECTing from a table you create without this.
If you follow the current example there, and then try to SELECT from the table, you'll receive:
mysql> select * from t1_conn;
ERROR 1296 (HY000): Got error 174 '(1045) Access denied for user 'root'@'localhost' (using password: NO)' from CONNECT