Turbo tax and my bank connection.This something new?

Where?  At the end to get  your refund deposit?  Or are you trying to enter some interest or something?  You don't need to import it.  It's just as fast and easier to manually enter your W2 or 1099. Don't type the bank name or try to import it.
At the bottom pick - Change How I enter my Form

Then on the next screen pick - I'll Type it in Myself

Where are you being asked for your bank connection?

If you are trying to import a Form 1099 from your bank, TurboTax only asks if your bank is one of the TurboTax partners so the form 1099 can be imported.  You enter the bank user id and password to import.  None of that information is stored in TurboTax.

Or are you referring to a direct deposit of a tax return or a direct debit of taxes owed?  The bank information for routing and account numbers are required for the deposit or the debit.