Why does the Xiaomi Smart Band 9 show disconnected when connecting to a device?

It is because the Mi Fitness APP was removed in the background. Please check if you have enabled all background running permissions for the APP.
Here are two ways to set the permissions:
1. After the device and Mi Fitness APP are first connected, tap the [Go to settings] to set the permissions;
2. Open the [Mi Fitness] APP >> [Device] >> [Background permissions] to set the permissions. Check whether the permissions of [Turn off Battery saver], [Select No restrictions in Background settings], [Allow app autostart] and [Lock the app in background] are all enabled.