Just to explain a bit why this works the way it does:
If you activate the View > On-screen View Options menu command, you will see the trimming body of those Shells. You will then see that the trimming body is an infinite downward extrusion body from the shape of the Shell. This is why this connection is generated this way.
What you can do is select the Shell, go to its settings Dialog, and in the "Floor Plan and Section" panel, change the value of the "trimming Body" field from the default "Downward Extrusion" value to "Editable", and then you will be able to achieve the desired effect, or you can edit the profile of the Shell to achieve it.
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