creating connected accounts to a shared mailbox

I have a shared mailbox setup that I want to add connected accounts to. There doesn't seem to be an option for this, is that an unsupported feature in shared mailbox's?

I tried giving the shared mailbox an exchange online license, but that did not change anything.

I have tried accessing the account from the Exchange Mail page - choosing Manage another user.

The page pops up, I can see My Account but not connected accounts.

So how do I add some connected accounts to this shared mailbox?