Thanks to all of you for your feedback, between all the comments I think I have worked out the issue.
My design had a bunch of relays "floating", in other words, not on a breadboard at all. That is where the problem comes in, for some strange reason, Fritzing only likes to allow connections to components that are on a breadboard. Once they are "floating in the BB space then you get these problems.
I suspect it is a shortcoming of the software that perhaps other ore experienced users would not even try to do ??
Maybe the Authors will take note and fix that issue ?
Cheers guys - it is a great utility nevertheless....!!