Here's why:
* Connectives show relationships between clauses or phrases. They don't stand alone and need a complete thought (independent clause) before them.
* Sentences need a subject and a verb. Connectives don't provide these elements.
Examples:
* Incorrect: But the cat chased the mouse.
* Correct: The cat chased the mouse, but it got away.
* Incorrect: And the dog barked at the mailman.
* Correct: The dog barked at the mailman, and then he ran away.
There are some exceptions, but they are rare and usually found in informal writing or dialogue:
* For example: "But, I don't understand!"
* However: "And, what's more, I'm not even sure I want to."
Remember, in formal writing, a connective should always follow a complete sentence.