If you're unable to activate the Connected Site option, it's because MailChimp couldn't register a Connected Site when creating the store. This can be due to two reasons:
The easiest way to do this is to check if there's already a Connected Site in your MailChimp account for the domain. If so, you should remove it. Then, reset the synchronization in the plugin and recreate the store via the plugin. For example, if you specified www.domain.de as your domain, "domain.de" or "https://www.domain.de" might work.