Found the answer to my question for anyone else having this issue. 

By following these steps the issue is solved (see the "Loading the FreeSurfer ROIs" section): https://andysbrainbook.readthedocs.io/en...

The problem (as far as I understand it) is the default ROIs in Conn are not in the correct form for fs-average surface analysis. So you have to import the freesurfer generated ROIs and use those instead.