Convexity of non-compact, ball-connected sets

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At one of my lectures recently (https://github.com/joanbruna/MathsDL-spring18/blob/master/lectures/lecture13.pdf , on the slide titled Parametric vs Manifold Optimization), I came across the definition of ball-connected set:

A set is ball-connected if its intersection with balls of any radius and is a single connected component.

I remember it being said that this definition is weaker than convexity. What I don't understand is that how is this any different from convexity? Can't we just make the radius $r$ large enough that the intersection with this set is just a hyperplane cutting the set, and if its still connected for every such hyperplane then it is convex, right?

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If you consider unit ball with its centre removed then it's not convex.

But it's ball-connected as it's intersection with any radius ball is single connected set.

For example, consider open unit disk in $\mathbb R^2$.

Hence ball-connected is weaker notion than convexity.