🩹 [Patch]: Always show 'Connection' log group

[MariusStorhaug]

Description

This pull request includes changes to the scripts/main.ps1 file to improve the logging mechanism by replacing Write-Host with Write-Output and adding a message for when no connection is provided.

Improvements to logging:

• Replaced Write-Host with Write-Output for better logging practices. [1] [2]
• Added a message to indicate when no connection is provided.

Type of change

• 📖 [Docs]
• 🪲 [Fix]
• 🩹 [Patch]
• ⚠️ [Security fix]
• 🚀 [Feature]
• 🌟 [Breaking change]

Checklist

• I have performed a self-review of my own code
• I have commented my code, particularly in hard-to-understand areas