When clicking the Excel add-in 2.4.4 'Connect' menu option it isn't responding the pop-up connection screen.
It may be that the reason for this behavior is your Windows 10 DPI. Essentially Excel 2.4.4 seems to be more limited in handling high-DPI scaling. This may effect you in certain screens/displays but not others.
Here is some explanation of how Microsoft Office handles high-DPI scaling:
The Excel 2.4.4 add-in is a COM Add-in. Here is some information about how COM add-in is impacted by high-DPI scaling:
A workaround is to enable DPI scaling adjustment and set your screen resolution zoom to a specific percentage (e.g. 200%).
Here is information on how you can adjust it:
This may allow the Connection prompt to appear. Depending on the specifics of your display size you may still experience a missing button panel at the bottom (The panel that has the Save, Cancel and Connect buttons). Yet, if you enter the URL and hit 'Enter' you shall be able to connect your Excel add-in to Rally.