Is there a deeper connection between the films "U: July 22" and "22 July"?

It's simply coincidence, though both makers have expressed overlapping reasons to make their film right now, in particular the rise of the extreme right.

Also note that while both films ostensibly are about the same event, they are significantly different in tone and execution.

Both directors have talked about what drove them to make their movies, here are some selected interviews:

Erik Poppe to Nordisk Film & TV Fond:

Nordisk Film & TV Fond: Why did you decide to bring the highly sensitive subject of the Utøya massacre to the screens and why now?

Erik Poppe: Basically, back home, there has been a lot of discussions on various aspects of July 22, 2011, technical matters like the reconstruction of the government building in Oslo that was destroyed, where to have the victims memorial, and the perpetrator of the massacre has taken many opportunities to get media attention, by complaining about his life in prison etc.

This has taken the focus away from what really happened that day. We need to get the ownership of these events back to the victims. Therefore I wanted to tell the story from the point of view of the youngsters who survived, and the relatives. Some people have said it’s too early to show it, but others said: when is the right time then? If we wait for everyone to agree, it will be too late!

Another important aspect is the way neo-fascism has gained supporters across Europe over recent years. I believe it’s really important to show that this massacre has happened and can happen again. We need to be reminded of it to stand up against it. As a filmmaker, an artist, it’s my task to bring up this subject that concerns me and should concern many of us.

Paul Greengrass to Uproxx:

Uproxx: The first 30 minutes of this movie, the attacks, are just so overwhelming.

Paul Greengrass: No, I get it. I get it. I had to think about all that before I made the movie. What I would say is that it’s not a film about the attacks, it’s a film about what happened after.

Uproxx: But you have to still show what happens, I understand that, but it’s horrifying.

Paul Greengrass: You have to go through that experience in order to tell the story of how Norway fought for their democracy.

Uproxx: Is it about Norway fighting for its democracy, or is it about what’s happening in the world today?

Paul Greengrass: Definitely. You’re bang on the money. A reason I made the film, we’re facing a massive right-wing and unprecedented move to the right.

Paul Greengrass to The Atlantic:

What clinched Breivik as a subject, Greengrass told me over tea in London recently, was the moment he read the killer’s court testimony. “That was extraordinary,” Greengrass said. “He talks about the betrayal by the elites, the sham of democracy, enforced multiculturalism,” he continued. “Those opinions in 2011, 2012, would have been considered on the margins of discourse. Today, what he said, that’s mainstream now, that’s populist right-wing rhetoric.” Not his murderous methods, “of course not,” Greengrass said; “I’ve no doubt that Steve Bannon would abhor Breivik’s methods.” But that’s not the point, he said. “The point is the worldview, the intellectual framework, if you can call it that, is the same and it has moved into the mainstream.”

[...]

Greengrass has always been drawn to political subjects. Earlier in his career, he made two films about the troubles in Ireland, Bloody Sunday (2002) and Omagh (2004). His United 93 (2006), about the plane whose passengers took on their hijackers after learning about the World Trade Center attacks, causing the plane to crash into a field in Pennsylvania and not its target, may be the definitive film of 9/11. And the three movies about the rogue CIA agent Jason Bourne that Greengrass is best known for directing are about the guilty conscience and emotional toll of American covert power. His 2013 film Captain Phillips, about the hijacking of the Maersk Alabama by Somali pirates in 2009, examines the unlikely profiteers from an impoverished country trying to get their slice of the global economy. Now, with 22 July, Greengrass has definitely secured his place as the auteur of globalization and its discontents.

These questions were very much on the director’s mind in the fall of 2016—after Brexit and before the election of Donald Trump—when Greengrass said he first started conceiving of the Breivik film. At the time, he’d actually set out to make a film about Lampedusa, the Italian island that was for years the first port of arrival for hundreds of thousands of migrants coming north from Africa into Europe. “But the more I sort of set out to do it, the more I felt that that was, for all its humanitarian tragedy and personal drama, that it was only a piece of a much larger story,” Greengrass said. “And the larger story was about the projection of globalism.” He sees 22 July as a kind of bookend to United 93. If United 93 “was really about blindness,” he said, “that we were blind and they were blind”—we being the targets and they the terrorists—then 22 July looks at a different kind of “rejection of a globalized vision of the world,” he said. The way Greengrass sees it, Breivik is an “original member of the ‘alt-right,’” which grew up in the wake of 9/11, he said.