> The better UI would be for the circles to be visually connected somehow to illustrate that only one selection is possible like you have in physical switches with more than two positions
Nope, this group tells you nothing about the fact that these are mutually exclusive, you could just as well group checkboxes because they are all related to some "Icon"
Normally they are within a radio button group so that they are visually connected: https://i.stack.imgur.com/03p3T.jpg