Humans are wired to make connections. This is evident in something as simple as connecting the dots to unravel the plot of a movie or in something more complicated as figuring out how ideas in a report are interrelated. It is just how humans make sense of pretty much everything.
When it comes to information (or data), the more of it you have, the deeper and better insights you can derive. The only problem is that as the amount and variety of data grows, discovering connections will prove to be an even greater challenge.