On a TJ (Sports):

In the attached photo, is this connector supposed to connect to anything ?

I just had a look at my KF Verada and my charcoal canister looks just like yours, with nothing connected to that "connection". I'm sure you're safe leaving it as you see it.

Looks OK to me.

looks like a 1 way valve

it looks somewhat like a pressure release valve of sorts perhaps?

looks the same as my tj, and what me te looked like.