In the above video, at exactly the 5 min. mark, Connery tells the reason. Or read below.
At his American Film Institute Lifetime Achievement show, Sean Connery said;
"I got my break—big break—when I was five years old. And it's taken me more than seventy years to realize it. You see at five, I learned to read. It's that simple, and it's that profound."
You'll notice in the above photo, Sean would rather read the newspaper during camera set-up time on From Russian with Love, than to talk to his beautiful leading lady, Daniela Bianchi.
From Abe Lincoln to Napoleon, all successful people were great readers. In fact, Napoleon traveled with a library in his large coach. When he finished a book, he would throw it out of the coach window. When someone asked, "Where is the emperor?" The answer would be, "Just follow the trail of books."
Even after his success, he continued broadening his mind.
James Bond Lifestyle Rule #17 - I am constantly learning by reading a book a week.