I am using the latest beta version for Mac and I regularly see the same issue as Richard. However for I've found that if I kill the window with the spinning circle and start connect the window comes up correctly after a short period of spinning circle. So for me its a minor nuisance rather than a major problem.
I'm glad to hear you've figured out the issue and it works for you now!
Could you please let us know what exactly was changed in the firewall settings or if it was just disabling/enabling the firewall that helped to resolve the issue? It seems that we've managed to reproduce the issue - it was already forwarded to our developers, so they could investigate it further, but it would be helpful if you could provide this additional information.
Hopefully, this will help other users as well if they encounter a similar issue. I've forwarded this to our development department for further investigation, to see if we can do anything to fix this in our future updates.