To answer the OP, no, I definitely do not actively seek to inject connections into my travels. I usually don't even do it for the more-common Flyertalker reason, adding EQM/RDM to the trip. It has to be for some very specific reason for me to do it: in December, needing a known and precise number of segments/miles for a meaningful elite tier, that kind of thing.
Connections increase the chances that something goes wrong. Perhaps less so if it's a "direct" flight on a carrier where they really don't change planes, but still a lot higher chance than with a nonstop.
I don't focus on my "lists", but if I did I'd simply describe it as two separate lists: locations I've genuinely visited and airports I've flown through. I'd only socialize the airport list with serious travel nerds...that is, I'd never tell my "normal" (non-FT'er

) friends I've been to Salt Lake City when all I've done is use SLC for connections a few times in my life. Anyone other than us would say "That's stupid, you haven't really *been* to Salt Lake City. You don't know where to go get a good burger, you don't know where to go for a morning run, you don't even know what neighborhood in which to select a hotel." My SLC knowledge starts and ends with what's around and between the Delta gates...