Even though you are signed in to the CONNECTION Client, CONNECT Advisor asks you to sign in again.
If you are signed in to CONNECTION Client already, then ideally you should also sign in to CONNECT Advisor upon opening it. However, in some cases it is observed that there are issues with login of CONNECT Advisor and it asks to sign in again and again, thereby not accepting your credentials.
Basically, CONNECT Advisor identifies the user and presents them with personalized content, but since the CONNECTION client would not allow you to sign in, CONNECT Advisor did not proceed ahead ultimately and asked you to sign in again.
To resolve this error, you should first sign out from the CONNECTION Client, close it and sign-in before doing anything else, then you should be able to open the CONNECT Advisor successfully.
CONNECT Advisor overview