It may have only been in the novel, but Sonny once said that he had to pick up Connie because Carlo was to cheap to buy her a car. If he knew that Carlo was beating her, wouldn't he have made sure that she had a method of escape by just GIVING her a damn car??
Also, couldn't one of his guards have picked Connie up instead of him doing it? Didn't he have other things to to??
Once Sonny was already in the City to visit Lucy it wouldn't have been too much of an issue to go visit Connie. The initial mistake was going into the city.
I guess Sonny could have bought her a car but Carlo would have just confiscated the keys anyway. And maybe buying another man's wife such a gift (even if she is your sister) would been seen by the Don as undue interference...