In most environments, the application server will manage a pool of connections, which means that actual connect and disconnect requests to the database will be rare. When an application runs, it will reuse an existing connection. In most cases, connection pooling will be managed by the ODBC Driver Manager and will be transparent to the application. In other cases, the application server itself will manage the connection pool, and the application must use a "set connection" statement before it does anything else.
Where the application uses OpenESQL connect and disconnect statements, and it is not clear that the application server itself enables ODBC connection pooling, it might be worth experimenting with the SQL(CONNECTIONPOOL=...) directive. However, you are unlikely to need to do this.