In environments with only a single server in a site, it makes little sense
to isolate the server into its own routing group unless bandwidth is an
issue and you want to control message flow to the rest of the org to
allow/restrict by message size, message type, priority, et al.

For inbound mail, you don't really need a Connector - create additional MX
record and point it to the server in the second site.
For outbound mail, SMTP virtual servers can do the job without have a SMTP
Connector. Nevertheless, in environments with more than 1 server(s), it is a
good idea to create a SMTP Connector for address space *. In your case, you
can insert SMTP virtual servers on both Exchange servers as Bridgeheads.

If you want to locate both the servers in their own Routing Groups, you will
need to create a second Routing Group, move the second server to the new RG,
create a Routing Group Connector (both ways) between the two, and create
SMTP Connector with both servers as bridgeheads (and scope set to
Organization).