Well, I hope I'm reading VisualVM correctly, because when I run the JMeter test first time around, I see 40 'connector' threads created in VisualVM, all of which run for so long and then return to a wait state.
And if I run the test again several times in succession, the number of connector threads remains the same: they run, and then wait. JMeter also indicates a clean run with no errors reported.