If a transition is selected and Connect mode is not enabled, you can change the end-points of the transition.

Point to one of the end-points of the selected transition. The mouse cursor will change. Press the left mouse button and drag along the border of the state until another connector appears. Release to move the end-point of the transition to this connector, or keep on dragging to locate another connector.

There are eight such connectors around the border of each state.

You can also use this to drag the source or destination to another state. This will move the state or change the transition statement (for the target).