I have not seen this with our on-premises SharePoint 2013 installation at all. I have connected to dozens and dozens of lists on that farm with no issues at all. Makes me wonder if there is something going on with your SharePoint farm. You may want to take a look at the Event Log and Correlation Logs on those servers and see if you can troubleshoot what is going on.
Something else, have you encountered this with existing connections or with brand new connections to the SharePoint farm, or both?