Do I need to preprocessing again in Brainstorm for connectivity analysis?

Indeed, as stated in the introduction tutorials:
" Ajusting an averaged dSPM file by this sqrt(N) factor is still possible manually, eg. in order to visualize cortical maps that can be interpreted as Z values. Select the average dSPM files in Process1 and run process "Sources > Scale averaged dSPM". This should be used only for visualization and interpretation, scaled dSPM should never be averaged or used for any other statistical analysis."

https://neuroimage.usc.edu/brainstorm/Tutorials/SourceEstimation#Averaging_normalized_values