@Whyme The connection is that of selling a large business to a repressive regime not above murdering its own journalists and critics in its embassies abroad.
That the business happens to be a football "club" is not really the point, and the UK has sold far too many assets much more important than a football firm to far too many overseas companies and countries; to answer your direct question about the connection.
Unfortunately we live in a world in which the democratic nations do have to have trading and diplomatic links with some very nasty dictatorships, such as Russia, Saudi Arabia and China.