Actually, I would go so far as to discourage use of asdf-system-connections, and encourage only explicit dependency on connection systems. IIUC, the hu.dwim team changed their systems this way, at my suggestion.
and everything became much much better.
we just add a new .asd with the name system1+system2.asd and explicitly list whatever dependencies it has, and whatever extra files need to be loaded, usually from under the dir called integration/ in system1.
chosing which system/repo/project to put the integration files in is subjective, but usually the choice gives itself.