For $\mathbb{R}$. Suppose f is our compactly supported function and g(x) is its Fourier transform. Since f is compactly supported, $\hat{f} = g$ is the restriction to $\mathbb{R}$ of an entire function g(z) by the Paley-Weiner Paley-Wiener theorems. Since g is entire and vanishes on an open set, $g \equiv 0$. The proof of this last fact (weakening the assumption to vanishing on a set with an accumulation point) uses that $\mathbb{C}$ is connected which is of course directly related to $\mathbb{R}$ being connected.
I expect that you knew this proof, but maybe you accidentally overlooked where connectedness was used. Or more likely, this proof didn't explain what you had in mind and you want a more general proof for $\mathbb{R}^n$. I can't currently do that. Instead, I have another idea which focuses on a different aspect than connectedness, but seems to be related.
In connection with the analogous statement for polynomials. A polynomial can only have finitely many zeroes over a field is proved via a complexity argument using that infinity > finite. Analytic functions, i.e. the completion of polynomials over $\mathbb{C}$ can have infinitely many zeroes, but uncountably many zeroes implies the analytic function is identically 0. So it seems that a set that has a limit point is more complex (in terms of complexity) than a countable set. I'm thinking the complexity argument should be interpreted in terms of density in topology - no finite subset of a $\mathbb{N}$ is dense in the discrete topology or any open subset of the co-finite topology on $\mathbb{N}$. Similarly for $\mathbb{R}$ and $\mathbb{C}$.
I hope this is helpful. This is an interesting question and I'll think more about it.
