What connection do they share? Well, your guess is as good as mine, but they, the books that is, do share a connection.
From the DC Source:
"Looking for more reasons to pick up the book? HUNTRESS has story connections to the following three series:
• BIRDS OF PREY
• MISTER TERRIFIC
• Next year’s JUSTICE SOCIETY
We won’t spoil just how they’re all connected but believe us when we say you won’t want to miss out."
Well, I can think of only one connection historically speaking, and that's Power Girl. Trouble is of course that this isn't Helena Wayne, but Helena B, and they don't share any connection with JSA---and BOP needs Helena B. Still, it seems promising, IF they get over that hurdle, since it would likely mean that Karen Starr from Mr. Terrific IS Power Girl from Earth 2. Since PG herself DOES share history with the three books mentioned, plus some with both Huntresses.