The F key will attempt to finish placing a track to the next pad attached to the ratline.
The Shift+F will attempt to place tracks between pads seemingly in the order the pads are selected. This key works best if one net at a time is selected. Its purpose seems to be more as an extension of the F key.
In the KiCad 7 blog, it does give the impression this is routing ‘just’ between two selected connectors. This would seem to be a typical use-case in fact.
How about adding a similar feature that only routes between selected components? It would be intended for direct ‘line of sight’ routing.
To determine whether an easy route exists, evaluate if anything lies across a straight line between the two nodes currently being tested. If ‘yes’, abandon that particular connection.
The path never ‘curves back’ on itself. It would especially suit the example above, joining connectors.
Sure, that would be a valid feature request, but it’s not really necessary. I think the current behaviour makes sense, essentially KiCad tries to route a wire starting at each of the selected pads to the nearest target. If you know how that works, you could’ve just selected the left connector, hit Shift+F, select the right connector, hit Shift+F and probably have the desired result without much extra effort.
If it helps, think about this feature as finishing a route starting from a selected pad, and not as bridging two selected pads. That’s why its called “Attempt Finish”.
