User blog comment:Hidden Scorpius XI/An ever-present detail/@comment-3146930-20150120213220

I don't think she needs to make a connection with something to use her Semblance. She controls Jaune's shield from a distance and during the food fight controls hundreds/thousands of cans. However I'm not sure if you mean a physical connection or if you mean she forms a connection with the things she controls.

As far as the original question, it could just be that it goes with everything. Another possibility is that as said below, it is special to her so she wears it all the time (like a family heirloom). I just don't feel like it is meant to keep her Semblance in check because she pretty much seems to know about everything to the point of her being Mrs. Exposition. It would seem weird for her to be teaching Jaune how to control his Aura if she can't even do it herself.