Using "Connected Layers" in different nets causes stitching vias to stitch both layers belonging to different nets. This causes both nets to be shorted and does not trigger a DRC rule.
To reproduce:
1- Add a bunch of parts and ground symbol and connect them (need at least 2 nets)
2- Make sure you select a 4+ layer stackup
3- Add a connected layers rule to the GND net and set it to Top, Mid 1 and Bottom
4- Add a connected layers rule to another net and set it to mid 2
5- See that mid layer 2 is a full layer of copper and is missing the openings for the stitching vias.