The basis for limited connectiveness is seen in the chevrons. According to Carter, most of the connections are based on subspace, subspace itself does not have a "range," it's not measured by distance, so theoretically, each Stargate should be able to connect to each other. However, we find the basis of the Stargate technology (as postulated by Dr. Jackson) denying this fact.
Quick reminder: The Stargate chevrons are star constellations. A combination of 6 constellations plus a point of origin indicates an exact location, in this case, another Stargate. Dr. Jackson was first able to crack the Stargate's code when he recognized several of the constellations on the chevrons (Stargate movie).
Now, while I personally think this is a little iffy since what we know as constellations are from our "point of view." (If you took a photo from our planet, then went to another planet on a different side and took a photo, the constellation can appear different due to the difference in origin) nevertheless, that's how it works. These series of constellations (38 chevrons, IIRC?) are unique to our galaxy. This is the establishment of different gates per different galaxies (Pegasus gates, Milky Way gates). Example: The Half-Way Station between the Pegasus and MW galaxies. You saw a Pegasus gate with Pegasus-based constellations on one side and a MW gate with MW constellations on the other so that the same basis of the technology would work.
It's not the connectiveness, it's the basis of the technology. Sure, they could theoretically create a gate that had all constellations of the known Universe (probably 100s-1000s of chevrons) that would be able to dial all of them (the actual "space" traveled isn't technically relevant). But that would involve a massive gate for each gate in the system, it's much more efficient to base them galaxy-by-galaxy.
The Ori's Super-Gate probably used a very very advanced dialing computer linked to a subspace map that made it able to dial. Since the Super-Gate's did not have a pre-existing site yet were created, it's possible they weren't given their own set of chevrons (despite the SG-1 episode where they "dialed" in). It'd be unlikely that the Ori would use the chevron-based dialing system when it's not really accurate for a gate in the middle of nowhere. With their level of Ascended knowledge (and the lack of chevrons on the gate itself), it's much more likely that they identified the Supergate as a fixed position in spacetime using a subspace frequency attuned to it, so that, with a very advanced dialing computer, they simply sent the program to that pre-specified point in time, whether than having the Stargate's DHD finding the point via the chevrons.
Hopefully that's not too confusing...
