No. Most devices should be connected to the coordinator via routers (mains-powered devices). Messages sometimes take several “hops” to reach it. The coordinator can connect directly, but it shouldn’t be doing it for more than a small number of devices.
Bear in mind that connections change all the time. Each device should automatically switch to the best available route. The ZHA map is only a snapshot of the network, and it contains all possible routes, not just the ones in use.
If devices are suddenly not connecting, you might look at changes in the environment.
Have any of them been moved?
Have new ones been added?
Are there any new sources of interference? Bluetooth proxies and other wi-fi devices are in direct competition with Zigbee.