The "connect cell means" will draw lines between the means within each group. In your example there is only one set of values in each group therefore there is no line.
This simple example should illustrate (copy and paste into a script window, then run it):
New Table( "Untitled",
New Column( "value",
Numeric,
"Continuous",
Format( "Best", 12 ),
Set Values( [1, 2, 3, 4, 3, 2] )
),
New Column( "group1",
Character,
"Nominal",
Set Values( {"a", "a", "b", "b", "a", "b"} )
),
New Column( "group2",
Character,
"Nominal",
Set Values( {"c", "c", "c", "c", "d", "d"} )
)
);
Variability Chart(
Y( :value ),
X( :group1, :group2 ),
Connect Cell Means( 1 )
);