This type of pipe and fitting is meant for burial and is not made to seal. The pop-together fittings just ensure the pipe stays together, not leak free.
If you want water tight sealing on the joints, you need to use PVC thinwall sewer/gutter drain pipe. It will have the same adapters so you can get a proper water-tight seal for the sump pump drain, a nice rectangular adapter for the downspout and glue-together slip fittings that can be cement welded for permanent leak-free operation.
Barring that, you could try popping the connection back apart, get some poly-foam backer rod, tack it into the corrugation that will be inside the connector with some silicone and see if you can make a water seal with that. It will only have to cover 2/3 of the circumference on the bottom side of the joint.