How to save Connection settings?

This is fixed in the latest nightly.
http://downloads.activestate.com/Komodo/nightly/komodoide/latest/

Download and install the nightly build and you’ll be able to save your settings.

  • Carey

Why is it not available through built-in update?

Because it’s nightly. You can wait for the first 10.0.1 release and it will be available through built-in update.