That's entirely expected in cases where the client's request was sent
on a reused client socket. ClientConnected refers to the connection
time of the socket connection from the browser to Fiddler. Because
those socket connections may be reused, you can often see cases where
ClientConnected is even minutes earlier than ClientBeginRequest,
because the socket was originally connected for, say, request #1, and
then later reused for, say, request #12 a few seconds later, then
request #20 about 20 seconds later, and later request #35 nearly a
minute later, etc.
By default, a client socket is kept alive if it is reused within 30
seconds (pref named
"fiddler.network.timeouts.clientpipe.receive.reuse") of the previous
request.