Snoke did not ‘connect’ Ben and Rey in the force
-Ben and Rey were already being drawn to each other before they’d even met. Rey running without understanding why she was running, and Kylo irrationally captivated by some girl being involved in all this- they were running full-speed into a head-on collision.
-The full connection was later triggered by Kylo’s interrogation of Rey. In the TFA script, it says, “THEY’RE BOTH SURPRISED: they react to a feeling that passes between them – AN ENERGY THEY RECOGNIZE IN EACH OTHER.”
-This is immediately followed by Kylo high-tailing it to Snoke because he’s spooked, but Snoke is clearly none the wiser, saying “This scavenger, resisted you??” as Kylo relates the story of what happens. Clearly this is the first time Snoke’s even heard of this chick, and only after that does Kylo drop the bomb: “She’s strong with the force!” Snoke did not know Rey had the force until that moment.
-Rey did not ‘awaken’ until her time with Kylo, and because of that, Snoke could have never felt her in the force until that happened. Evidence in point is when Rey trains with luke in TLJ and observes that she cannot feel Luke as anything outstanding in the force because he’s starved himself of his abilities. So Snoke could not have set them up during the interrogation, which is when the connection was triggered.
So why did Snoke lie?
Kylo is ultimately a victim of Stockholm Syndrome (no matter how much its shine may have finally started to tarnish leading up to Snoke’s demise). Snoke maintains power over Kylo by maintaining a god-like image for Kylo to worship and serve like some sort of personal high-priest. In order to do that, he uses his admittedly impressive force abilities to fake an omnipotence he does not have in order to keep Kylo in line and constantly afraid that Snoke ‘knows’. No, Snoke doesn’t know- at least not everything, and definitely not in detail. But because Kylo thinks he does, or can, this fear of discovery and subsequent disgrace/mocking/punishment had, for a very long time, kept Kylo enslaved and alive.
Claiming, then, that, of course this very, very important and special thing Ben now has with Rey is all his doing is just another attempt at that omnipotence and playing god. Only Snoke could possibly be the cause of this seemingly good thing now in Ben’s life, only Snoke has the power, and of course Snoke knows everything that’s gone on. Because Snoke is god and Kylo is his slave. Right?
Kylo’s known the truth all along
Only Rey seemed a bit surprised at Snoke’s false revelation, if I recall. Kylo didn’t seem to flinch. Because as Snoke monologues about his omnipotence and power over Kylo, Kylo, who has clearly already learned the limits of Snoke’s sight into his mind, begins to formulate thoughts specifically designed to be vague enough to still achieve his real intent while also accomplishing exactly what he knows Snoke wants to ‘see’. Because he learned those limits, knew them, this was how he could finally kill Snoke. Kylo’s clearly known for some time that Snoke’s omnipotence is a lie, that his godly claims are a lie. This is why he also likely understands that Snoke’s claim of forging their connection is a lie as well.
Why play along all this time? Why still follow Snoke despite the false advertising?
There are several reasons that made it worthwhile for Kylo to continue in Snoke’s service:
-Snoke’s abilities and knowledge ARE extremely vast. There’s a lot to be learned there.
-No one, in Kylo’s mind, gives a damn about him. Except for Snoke. Even if he understands that Snoke is just out to use him, it’s still someone who takes an interest in him, gives him the kind of attention he feels he needs and deserves. It’s someone who asks after him when nobody else does, and he didn’t want to lose that. The illusion is comforting- why would he let that go? When Kylo gets Rey, however, suddenly a better, healthier, and infinitely more genuine replacement emerges, and now Snoke, who already had deeply flawed intent, is irrelevant and disposable with regards to that personal need.
-Staying with Snoke meant the best the universe had to offer any time he wanted it. All he had to do was kill and rip himself apart emotionally to get it. But the richness of the material gain, especially after years living the acetic life of Luke’s jedi code, made it worth it.
-Knowledge, which bears repeating again.
So Snoke lied. Ben saw the lie for what it was, but was clever and powerful enough to hide his knowledge of Snoke’s limitations to keep himself safe and keep the charade that he felt benefited him going. Ben knew it was their moment during the interrogation that bound them, he knew how special it really was, and with the expectation that Rey would stay by his side, decided to end the false game with his Master by using all this accumulated knowledge to finally kill him.
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Edit BONUS: @dachi-chan25 brought up another excellent point as well in their tags, which is even after Snoke is very, very dead, Ben and Rey continue to see each other, they continue to connect in the force. Freely and without Snoke there to do a thing. Well observed, dachi!!