Symptoms
I am using the K2 Blackpearl integration.
My InfoPath XSN contains 2 secondary data connection that work well until they are converted to "connection files" or UDCX files relative to the SharePoint site collection root.
If the connections are simple data connections then all works well, if they are converted to UDCX files the form no longer open in the browser, they open in the full InfoPath 2013 client.
Diagnoses
We found client was publishing the UDCX files to a newly created data connection library.
Resolution
Client had to recreate the data connections to use the existing K2 blackpearl data connection in Sharepoint on his InfoPath form.
This resolved the issue