Hi,
I might be wrong here, but as far as I understand, DirectConnect is tied to a VPC and S3 resides outside a specific VPC.
When you will direct data from DirectConnect to S3 it will use the VPC outbound internet (if exists) to get to S3, and if you don't have an outbound internet or wish to use the more secure way of PrivateEndPoint you will need to create the route for that using a proxy in the VPC.