Hi Abhay - You don't need to create RFC connection to ECC system in ECC system.
I hope you have created the RFC destination of type T which points to the PI system..
and maintained the logical system for PI as <<SID>><<Client#>> eg:PID100 in your ECC system.
Follow the below blog and compare your ECC configuration..
How to create and configure Sender Idoc AAE Scenario - PI 7.3