Mine always does that. I think it's because battery is not charged enough. I can only connect successfully when my MacBook Air battery is 100% even then it takes a second try :) . I think it doesn't get enough energy from USB when battery is not charged enough. So it keeps try to get enough voltage and fails. I haven't tried but maybe a shorter cable would fix our issue. Try when your battery is full. You'll see it connects successfully.

1 - Connect with bluetooth and hear sound is not ok. 2 - Insert sound cable when it is playing hear sound ok 3 - When playing audio remove sound cable 4 - Power off/on headphones and reconnect bluetooth Should be ok now. Problem was i pluged in some cheap speaker via cable and i forgot to disconnect when i was done. One night it stayed connected and in the morning i was having this trouble.