Data Model Relationship Connector Visual (What does it mean?)

I also had this question and Google served me your question at the top of the search results. I also didn't find the answer at the link in the previous solution to be helpful, but I did some more looking and found the solution within the Microsoft documentation. 
TLDR what you are dealing with is a Relationship Evaluation type  called a Limited Relationship.

When you have a Limited Relationship, it is displayed as you described like you can see below.

Basically PBI cant confirm that the "one" side of a one-to-many relationship is in fact only "one". Most likely this is because the two data sources are in different modes (Dual, Import, DirectQuery). If possible, the best way to fix this is to put the tables in your model into Import mode.