Thanks for all your tips and advice.
Yes it's likely the mix of zinc flakes, residual wax lube and dry dirt getting into the rollers, which could have gunked up and stiffened the chain links. Haven't ruled out the factory grease either.
I've cleaned and degreased (clean green) the chain again, using hot water to rinse it off (with the hope of melting any residual wax away) and dried it off properly. It's now got a teflon based dry chain lube which is meant to reduce friction and eject dirt.
It's working so far. If it doesn't, I'll get another brand chain.
P.S. Connex response: "we are no friends of degreasing as the important parts that need grease always get washed off as well. There are no claims worldwide of stiff links with this chain so maybe this is the cause?"