Not to duplicate what others have said but before connecting and disconnecting the fittings the tractor should be shut off. Then move the FEL joystick around in a circle, back and forth, side to side (you get the idea). That movement should release all pressure on the fittings.
If the FEL is in a stressed position when off, like the bucket tipped slightly, then a bit of pressure will be developed in the lines by the weight of the bucket trying to settle. In other words, everything must be limp and settled.
On the other hand you could just have some tight fittings. See if a hydraulic hose building store will let you try to attach and unattach a set of stock fittings like yours. Then you'll know for sure how it is supposed to work. Some private auto stores or Napa Auto build hoses.