We investigate by means of continuum percolation theory and Monte Carlo simulations how spontaneous uniaxial symmetry breaking affects geometric percolation in dispersions of hard rod-like particles. If the particle aspect ratio exceeds about twenty, percolation in the nematic phase can be lost upon adding particles to the dispersion. This contrasts with percolation in the isotropic phase, where a minimum particle loading is always required to obtain system-spanning clusters. For sufficiently short rods, percolation in the uniaxial nematic mimics that of the isotropic phase, where the addition of particles always aids percolation. For aspect ratios between twenty and infinity, but not including infinity, we find re-entrance behavior: percolation in the low-density nematic may be lost upon increasing the amount of nanofillers but can be re-gained by the addition of even more particles to the suspension. Our simulation results for aspect ratios of 5, 10, 20, 50 and 100 strongly support our theoretical predictions, with almost quantitative agreement. We show that a new closure of the connectedness Ornstein-Zernike equation, inspired by Scaled Particle Theory, is more accurate than the Lee-Parsons closure that effectively describes the impact of many-body direct contacts.