It's like saying, this remote town in the hills has cheap housing because it takes so long to drive to it so lets build a high speed express train right to the city. Then we can have cheap housing and access to the city.
Except you can't, because as soon as you have access to the market demand, the price goes up to match the market price.
Interconnects are useful, but people wanting to build interconnects so they can access the cheap power from places that only had cheap power due to a lack of interconnects is upside down thinking.
But better internal interconnects between south and north would certainly have contributed to averaging out the prices across the country, avoiding the extremes we saw this year.
After all, there were hydro plants in the north which halted production due to the low prices at the same time as we had prices >10x normal in the south.
Here in Norway the electricity prices this summer and fall were up to 100x higher in the south compared to the north, due to lack of interconnect capacity between the north and south.
Building hundreds of miles of high-capacity interconnects ain't done in a weekend either.