I received an answer from Allegorithmic which explains what I was doing wrong and how to connect the nodes normally.

Thanks for reporting this issue. The connection problem happens because of the material modes (standard and compact). If you hit the 1 key to place the graph in standard mode, you can make the connection.

I seem to have come across a bug in Substance Designer’s Curvature Node, which I have reported to Allegorithmic so it may be resolved by the time you read this.

I am unable to connect a Normal Combine (or levels see video) Node to a Curvature Node manually.

I have found a work around that seems to work and I show it in the video below, basically you add the node automatically by selecting the output node node first and adding a levels, which can later be deleted and reattach, a little long winded but it works.

As I mentioned I have reported the bug but until it gets resolved this solution will allow you to carry on regardless.