A Magnet is a Magnet, until you delete it.
Connections are connections until you dis-connect them. Both Connect and dis-connect are acts.
If you turn one or more Magnets OFF (by any means), or delete one or all Magnets (by any means), OG does not dis-connect the Line … it is transferred to one of the remaining Magnets, or [for the last Magnet deleted] a default connection to the centre of the Shape.
You will or won’t be able to connect the Line again to the Shape (based on the settings you refer to.)
But while the connected Line and the Shape exist, the connection will remain.
Losing a Connected Line as a consequence of deleting one or more Magnets is definitely undesirable.
Thus your three connected articles will behave as three connected articles. Whether they are Grouped into one Object or not.
If you have difficulty placing the Line near or on top of the Shape (because it automatically connects to the Shape and any Magnet), do not turn off the Magnets or delete them. Instead, do this:
position the Line and orient it precisely the way you want it, away from the Shape
grab the Line (not an EndPoint or MidPoint) and move it over the Shape,
- by drag, or by the arrow keys, or by the coordinates fields in the Ruler or Inspector/Property dialogue.
The specific solution to the example given is this. Simply place the Lines on top of the Rectangle as you wish, without connecting them to the Rectangle. You can now delete or move any of the three articles without affecting the others.
If you do want the three articles to move together, simply Group them.