Connectivity checking helps users log into captive ports and hotspots, while also providing information about whether or not the Internet is reachable. When NetworkManager connects a network interface, it sends an HTTP request to the given URI and waits for the specified response. If you’re connected to the Internet and the connectivity server isn’t down, the response should match and NetworkManager will change state from CONNECTED_SITE to CONNECTED. It will also check connectivity every ‘interval’ seconds so that clients can report status to the user.
If you’re instead connected to a WiFi hotspot or some kind of captive portal like a hotel network, your DNS will be hijacked and the request will be redirected to an authentication server. The response will be unexpected and NetworkManager will know that you’re behind a captive portal. Clients like GNOME Shell will then indicate that you must authenticate before you can access the real Internet, and could provide an embedded web browser for this purpose.
Upstream connectivity checking is disabled by default, but some distribution variants (like Fedora Workstation) are now enabling it for desktops, laptops, and workstations. On a server or embedded system, or where traffic costs a lot of money, you probably don’t want this feature enabled. To turn it off you can either remove your distro-provided connectivity package (which just drops a file in /etc/NetworkManager/conf.d) or you can remove the options from NetworkManager.conf.