My friend and I just ran into this issue. After some troubleshooting, we found that the pump was not aligned with tanker, even though the line and the pump were placed as close as the grid allows and piloting was set to automatic, etc as described.
We fixed this by placing the oil rig one space offset from the middle instead of in the middle, for example the rig was placed one to the left instead of centred on the oil spawn (one space closer to the routed line). This slight alignment difference allowed the pump to connect to the tanker one tile closer and allowed us to continue.
Hope this helps!