It is not a dumb question because there is indeed room for improvement in this area.
So far the tray can connect automatically to the primary (or currently selected) Syncthing instance when it notices that the instance becomes available. However, it can only notice that the instance becomes available when it is started within the built-in launcher or when it is started via systemd and Syncthing Tray is configured to keep track of that systemd unit. Otherwise it will not be able to connect automatically.
It should be quite simple to add an auto-connect checkbox within the connection settings. I just haven’t done it because I usually use the built-in launcher or systemd.