Their connection is something I’ve been giving thought to as well.
Something I had considered was that maybe after Luke and the Jedi were out of the equation, “Snoke” would have sent Kylo to kill Palpatine, thus tricking Kylo into becoming his new vessel. That was the original plan. In this approach, only a fragment of Palpatine is in Snoke, puppeteering him. So, Kylo killing Snoke wouldn’t be enough to transfer his spirit. Instead, Kylo would have to “kill” Palpatine directly. Obviously this all is conjecture, we could make it however we wanted considering what little information we have, but I think that might be clearer than having to kill Snoke when he is dark enough. Kylo already seemed pretty dark, and Rey wasn’t dark when Palpatine tried to have her kill him.
Basically, I think Snoke’s function was as a buffer between Luke, the Jedi, and Palpatine. He would be a “phantom menace” once again and destroy the Skywalker family from within. Primarily by seducing Ben Solo to the dark side, but I wouldn’t be surprised if Palpatine was also responsible for the vision Leia had that her son would die if she were to complete her Jedi training. But once the Jedi were finally gone, he would return.
I definitely think it would be better if Kylo killing Snoke wasn’t part of Palpatine’s plan. If it was, I feel it would take away from the agency Kylo earns by killing his master. Then in TROS, we could have Kylo Ren and Palpatine more at odds, rather than Kylo running around seemingly doing what Palpatine wants.
Or, maybe it was Palpatine’s plan to use Kylo’s conflicted heart against him in order to bring the dyad together, then he would call them to Exegol and drain their life force. But it seems like Palpatine wasn’t aware of them being the dyad, so you would have to change things to fit that. I just think I prefer the idea that Palpatine wanted Ben to be everything Vader failed to be, to be the perfect vessel. But the unknown variable that is Rey throws off his plans. But once he realized Rey was powerful too, I think he decided either Rey or Ben could be a suitable candidate, and whoever survived and reached him on Exegol would win the prize of being possessed by the literal devil for the rest of their lives.