Competitive has different connection rules from that of casual modes. Once the matchmaker finds a match for you, that is your match and you are commited to it, so if there is a specific issue preventing you from connecting, it creates a leaver/queue-dodger penalty. Try to ensure absolutely nothing is going on within your home first that could cause such issues (even if your general internet connection is working).
Unfortunately no. Penalties still apply in order to encourage players to avoid the high-stakes competitive modes to not ruin the experience for other players. Details on this policy can be found here: