Why there are many database connection type?
The main reason is probably that there are many different DBMS (Database Management Systems) out there (e.g. MySQL, MSSQL, etc.), each produced by a different company or organization with different style and ideas about the right way to do things. Additionally, for each DBMS there may be one or more different drivers to choose from for connecting to them, depending on what language youre using and other factors.
If you want them all to be standardized, youre going to have to get all the creators of both DBMS and drivers to agree on a standard form, which is pretty unlikely.
Because there are many database vendors supplying many versions of many databases over many protocols, etc.
Choice is a good thing.