Hi, Jiaxu-

A) I will assume that you input the same data into both packages for seedbased correlation. Is that correct?

B) Should I also assume that for clustering you have one single determined threshold you are applying to both packages?

C) Importantly, can I ask commands you used to do this with AFNI? Did you use this program 3dTcorr1D in AFNI, or something else?
[afni.nimh.nih.gov]

It would be best to just compare correlation maps before thresholding, as a start. Every layer of analysis could add a difference.

At the clustering level, there can be differences between packages such as what it means to be a neighbor of a voxel: do the voxels have to share a face, or just an edge, or just a node? We refer to this settable parameter as NN=1,2,3. See here for more (I don't know what Conn uses):
[afni.nimh.nih.gov]

--pt