Think of it this way. Have you ever seen a cause without an effect? Have you ever seen an effect without some sort of cause?
Of course not! When you let go of something you’re holding—it falls. Whenever you hit the table with your fist, you hear it and feel it.
So, if there’s always an effect whenever there’s a cause, why would you ever question such a thing?
It’s precisely because cause and effect always go together that we can question its real nature. Cause and effect are two sides of the same thing. Our ability to distinguish them as separate things is our own fabrication-- our own illusion. An effect followed by a cause is only perceived as two separate events from our own framework of seeing things progress through time (which is also an illusion).
“Cause” and “effect” are simply labels we put onto two opposite ends of what we perceive to be two separate events. But the cause and effect really go together. "Cause" and "effect" are two sides of the same coin.
Saying that events are causally connected is another of saying "cause" and "effect" are two features of the same event. "Cause" and "effect" can be regarded as features of the same event. It’s the perspective that defines “cause” and “effect’.