What do you exactly mean with 'connect'? If the user does not have access to the GUI of the second application, and you only integrate using App Services, why would you want to authenticate him?
If he should have access to the second application, also include the AppCloudServices module in that app. Subsequently, before accessing a page of the second app, direct him to the SSO Request handler of the second app,
From the documentation:
When part of your app targets anonymous users, there are anonymous pages in your app. You need to support the case where users login to your app with their Mendix account from an anonymous page. To solve this problem, add somewhere in the anonymously accessible part of your app a link to /openid/login. Use the HTML/JS snippet widget from the app store to create a link. Set the content of the snippet to: Log in with your Mendix account To try out your implementation, deploy your app to the Mendix Cloud, and go to your app, e.g., https://yourapp.mendixcloud.com/. Go to the page where you inserted the link, and click on it. You should be redirected to the Mendix Account login page, and then back to your app, to the (role-based) homepage of the user with which you logged in.