If we take a spacetime with one spatial dimension, we can write a vector as $A^\mu=(t, x)$. This is a contravariant vector, and we can calculate the covariant vector by multiplying it with the Minkowski metric: $$ A_\mu= \begin{bmatrix} 1& 0\\0&-1 \end{bmatrix} A^\mu =\begin{bmatrix} t\\-x \end{bmatrix} $$
(I'm not sure if this is notationally valid, since I might be mixing up tensor notation and matrix notation, but you get the idea. )
We can then calculate the proper distance using the einstein summation convention: $A^\mu A_\mu$.
We can see that coindidentally, the conjugate of a complex number transforms in the same way. If we have a complex number written as a $2\times 1$ matrix $\alpha = \begin{bmatrix} a\\bi \end{bmatrix}$
Then the complex conjugate of $\alpha$ is found by
$$ \alpha^*= \begin{bmatrix} 1& 0\\0&-1 \end{bmatrix} \alpha $$
So we see that the relation between contravariant and covariant vectors in spacetime is similar to the relation between complex conjugates.
Is there a deeper connection between the two, or is this just a mathematical coincidence with no significance?