During the Original Sin event, The Unseen (a transformed Nick Fury) whispered an unrevealed secret that caused the Asgardian to lose his ability to pick up the hammer.
As far as a lost connection goes, this wouldn’t be the first time that’s happened in the MCU.
That being said, since 2014 in the Marvel comics universe, Thor has been without his hammer.
He’s come a long way since then, so it’s hard to imagine what could happen that would make him unworthy again.