Should I connect my sewer line when camping?

You can connect the hose.
But, don't leave the drain valve open.
There's not enough water flow, when flushing, to completely flush the effluent down the hose.

I have done what you stated on an overnight stay. If staying multiple days I would hook up sewer when I arrive, but that is with a TT. If it is a unit that you have to drive for groceries etc. people may do different.

I dump my black tank once every 21 days and the gray tank once a week.

I prefer to connect each time I dump. I'm rarely in the same place for very long.

I don't like sewer flies.

Hook up when you are ready to dump....one-half to two-thirds full. If leaving and not that full, add water.

I have been warned at one campground that if I left my hose connected, that the ravens/crows would rip holes in the hose looking for food particles.

And the eagles, hawks and songbirds.

I always connect and leave the hose on because if we have sewer we are staying for a few days.

Gray tank always open with a p-trap bend in the hose to prevent gas back flow. I want to shower like a homeowner and not a sailor when possible.

Black tank has to remain closed until ready to dump. A dry/empty black tank will never evacuate solids properly and it will all just sit there and stink like an outhouse. You need to have it 1/4 full minimum with water at all times to let the solids submerge, keep the odor down and not get rock hard. Dump when full, add water and repeat.

I leave the hose stored away until ready to dump. If I'm going to have to dump again in the future I leave it attached. Otherwise it gets stored and I drive home.

another good reason is it's is just one step you don't have to do when you already have a long list of things that more important to do when setting up camp