Two things seems to be working together to make this happen. To see proper behavior of the autorouting feature they should be addressed. Also, I'll put together a screencast for you that shows autorouting working properly in a pneumatic drawing. (Keep in mind that the autorouting is far from perfect.)
1. You are using vertical symbols in a horizontal orientation. You shouldn't rotate symbols, at all, to any degree. Doing so prevents wire connections from occurring correctly, explanation below. For each symbol, you should have a horizontal and a vertical version that are distinct from one another. This applies to all schematic symbols in ACADE, electrical or pneumatic.
2. This drawing's settings report a feature scale multiplier of 2, with a wire trap distance of 1.27. (Think of the trap distance as a zone that surrounds a wire connection point in a symbol. When drawing a wire, any click in that point's 'trap' will force the wire to be connected to that point. The size of the wire 'trap' should be tiny in relation to the symbol itself, but because your feature scale multiplier is set at 2, the end result is that you actually have wire connection 'traps' that overlap one another, and this is something that shouldn't be allowed to happen in a symbol.) At least one of your symbols is smaller than the trap distance (the relief valve is only 1.00 units across). How is ACADE supposed to know which connection point to grab there?
This implies a disparity in your settings. The pneumatic symbols are in Imperial units and your drawing is metric, this could be a large part of your problem. I don't draw in metric, so I can't be sure, but I *think* you can fix this in the drawing or project settings. On the last tab, 'Drawing Format', hit the option for 'inch scaled to mm' and put the feature multiplier back to 1. After doing this the size of newly inserted symbols will change.
If that doesn't work, AND if you have to draw your pneumatics in metric all the time, I would advise using the Modify Symbol Library tool to change the physical size of the symbols so that they work more appropriately. If you're unfamiliar with that command, be sure to review it in HELP and also make a backup of the symbol library folder before running the command.
Can you take a look for us and see how close this gets you? Post back if you get stuck.
Hope this helps,
Jim
**explanation for #1 above: There are attributes inside the symbol that tell ACADE how to connect wires, mainly by telling the software which direction the wire is supposed to 'approach' the symbol from. These are the X?TERM attributes. X1 and X4 control the horizontal direction. Both force wires to be horizontal when making connections. If the X1TERM01 attribute is used, then ACADE expects the wire to approach from the right. If you insert that symbol and then rotate it, the X1TERM01 still says X1TERM01 and ACADE will still 'force' the wire to approach the symbol horizontally. Horizontal vs vertical symbols always use different X?TERM attributes from one another. For more detail, see 'About Schematic Attributes' in HELP.

Jim Seefeldt
Electrical Engineering Technician