I don't know about automatic connection, but you can connect two vertices by scaling them with the <> button held down.  After you get them to 000 in all three dimensions, as indicated by the readout on the lower left part of the screen, select remove duplicates. Upon reflection, this is probably not what you're asking -- but it's as close as I can get.

I think the first answer, from jestmart, above, is closer to what you're asking.