I am also having the same issue using Bank of America.  It will only let me connect either the parent account or the sub account.  However there are transactions that appear on both.  So when only one is connected, the other's transactions are not being recorded and categorized.  So far the only "fix" is that I go in an manually make journal entries for all payments/transactions involving the disconnected account.  I am doing this for the parent account as the sub account has more transactions in general so I left the sub account as the connected account.  From all my research, it appears to be a software issue with quickbooks online we all would love to have fixed.