If an Echo device was paired with a Bluetooth speaker previously, whenever you turn on that Bluetooth speaker, the Echo will connect to it automatically. And when you turn off that Bluetooth speaker, the Echo will disconnect from it automatically.
If you still want to do it from a routine, just Add an action, then choose Custom (at the very top), then type in what you would say as an Alexa command for that action, e.g. Connect Bluetooth.