Sometimes what appears to be a connection is not a connection. One of my wife's Jones families in northern Missouri has another Jones family living nearby. The same last name appears to be a coincidence as one family is from Tennessee and the head of household in the other was born in Wales.
Coincidences such as these are more common when the last name is common. But even with unusual last names, remember that there may be no connection between two individuals with the same last name. Look for a connection, but if you don't see one, remember that sometimes a coincidence is just a coincidence.
Of course, sometimes there is a connection, but try and prove is. Don't use "it has to be" as a reason for a conclusion without some evidence.