The missing step in the Extract, Transform, Load (ETL) process is typically the cleaning step, which involves removing redundant data or deduplication. This step is crucial in the ETL process to ensure that the data loaded into the destination is accurate and not inflated by duplicate records. The other options, like validating data types and connecting to the data API, are important but do not fit into the standard ETL process steps as a cleaning operation. Normalizing the data is part of the 'Transform' step, which was already listed.