It all depends. You don't need to open a connection if you already have some data, but if you are going to a data source to get some data and then store the data in a disconnected object, then yes you will of course need to open a connection.
The point about the term "disconnected architecture" is not that you never have to have a connection. Rather it is that once you have obtained the data you are looking for, you can drop the connection without losing the data.
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