Join Meeting Notification Window

Short answer is don't use that option. The label for this option is a bit misleading, or at least it leaves out what I think would be a more clear description:

Include other audio conference with this meeting. What it should say is Include other audio conference with invites generated for this meeting.

This option doesn't actually give Connect a means to join and/or listen in on the phone bridge so you can have VoIP users and a recording of the session.

if you want to use a phone bridge that isn't one of the fully integrated providers, you will need to set up a Universal Voice phone profile and then use the middle option to associate it with your room. This process is described here: Configure audio providers for Universal Voice