I'm having the same issue in the last few days. I have created Kafka connectors in early Jan and December with no issues using the provided AWSServiceRoleForKafkaConnect
role.
I tried creating the new connectors with the same config on the same cluster using the same role that worked before and now I'm also getting the same error:
Invalid parameter serviceExecutionRoleArn: A service linked role ARN cannot be provided as service execution role ARN.
I think this may be due to an update on the AWS side.
Update from AWS****
Hi there, there were some recent changes made to the use of Service Linked Roles (SLR) as an execution role for Amazon MSK Connect Connectors. SLRs are no longer allowed to be used as the execution role. This may not affect Connectors which do not interact with Amazon MSK clusters or other resources using IAM authentication, but will affect any interaction with IAM controlled resources. It is recommend that all connector execution roles use customer managed roles with Trust Relationships including kafkaconnect.amazonaws.com. See the documentation on Service Execution Roles (1) for more details.
Currently the console allows the selection of an SLR (AWSServiceRoleForKafkaConnect) as the execution role, this will be removed in future updates and should not be used when creating connectors.
(1) https://docs.aws.amazon.com/msk/latest/developerguide/msk-connect-service-execution-role.html