I think this highlights one of the fundamental differences between humans and our current AI systems. They can still only try to solve problems in the given well defined parameters they are given (with some exceptions). The human is able in the effort to solve problems to intuit where there may be new interesting problems adjacent to the current problem.
I don't think we can confidently say, yet, that LLMs can't discover those connections. We just haven't explored them yet, because 99.99% of the prestige is locked up in proving hard results, which also happen to be easier to assess objectively (thanks to automated proof checkers), and so that's where all the effort has thus far been exerted.