First, let’s enable the Developer Mode. Without this, we can’t add our macro codes. Click File → Options → Advanced, then scroll all the way down.

After we clicked OK, we can press Alt-F11 to open the Visual Basic editor. Double-click ThisDocument to active the source code editor, then paste below code:

Sub ConnectPtsAllInOut()
    'Enable diagram services
    Dim DiagramServices As Integer
    DiagramServices = ActiveDocument.DiagramServicesEnabled
    ActiveDocument.DiagramServicesEnabled = visServiceVersion140

    Dim UndoScopeID1 As Long
    UndoScopeID1 = Application.BeginUndoScope("Inward and Outward")
    Dim vsoRow1 As Visio.Row
    Dim ctr, ctr2 As Integer
    Dim Sections As Object
    'Array starts from 1
    For ctr = 1 To Application.ActiveWindow.Page.Shapes.Count
        'Ensure the Shape has connection points Array
        On Error Resume Next
        Set Sections = Application.ActiveWindow.Page.Shapes(ctr).Section(visSectionConnectionPts)
        If Err.Number = 0 Then
            'Inconsistently, now array starts from 0
            For ctr2 = 0 To Application.ActiveWindow.Page.Shapes(ctr).Section(visSectionConnectionPts).Count - 1
                Set vsoRow1 = Application.ActiveWindow.Page.Shapes(ctr).Section(visSectionConnectionPts).Row(ctr2)
                vsoRow1.Cell(visCnnctType).FormulaU = visCnnctTypeInwardOutward
            Next
        End If
    Next
    
    Application.EndUndoScope UndoScopeID1, True

    'Restore diagram services
    ActiveDocument.DiagramServicesEnabled = DiagramServices
End Sub

I hope it helps. Cheers!