The Server Connect Database connection is the definition used for PHP in PDO - so it is dependent on what drivers you have installed on your PHP Server. And in PHP you have an option to use a native SQL Driver.
In ASP for example you have a different set of available drivers.
The Wappler Direct Database Connection on the other hand - is just for Wappler to access your database from within Wappler. So there you choose the database types Wappler knows.