If you use iCloud synchronization between several devices and want Online Banking to work on each of them, the iCloud Keychain option should be enabled in your iCloud account settings.
System Preferences > iCloud > Keychain
Settings > Your profile > iCloud > Keychain
This is necessary for Money Pro to safely transfer bank connections to all your devices. If iCloud Keychain is not enabled, then accounts and transactions will still be synchronized, but you will only be able to receive them from the bank on one device.