correct - connections between pumps and locomotives are only created when the mod is able to determine the fluid type exactly. as the fluidTrains mod supports arbitrary fluids and not only steam this is still relevant. If you have an empty locomotive and a pump that is not connected to any fluid system, they will not connect because i can not decide what fluid to lock the locomotive tank into and connecting it to an incompatible fluid system would break things.
whenever the pump does not connect, you can just rotate a single pump twice and all pumps around the locomotive will update.