I came across this article recently about how connectors, and in the context of this group, RF Connectors, can cause not just Return Loss, but also Signal Integrity (SI) problems (the politically correct term used today = challenges).
https://www.connectortips.com/why-connector-return-loss-causes-signal-problems/
In the article is describes how loss attributed to 'bad' connectors can cause signal loss (measured in return loss) that will translate not just to power being lost, but also that can create mis-matches that also may cause other high frequency spurious (harmonic) responses that can also cause signal distortion.
This makes it more difficult for the receiver to recover the signal and having to deal with a lower Signal-to-Noise (S/N) ratio.
In doing so overall system complication as well as overall system costs will increase and make testing and qualification much more difficult.
So when you are considering cheap, low cost RF connectors, bear in mind that you may be 'cost'-ing the total RF system undue losses and reduce signal fidelity.
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