Thanks for the reply. Could you please check if I understand the content in the link you shared correctly:
Azure AD Integrated: "If the data is appropriately secured on a back-end your users can only see what they're authorized to see based on their credentials. .... For instance you can grant access, deny access, or refine what a user or set of users can see all on the back-end data source."
So, Azure AD Integrated connection can be used to distinguish the individual users of the apps separately when accessing to the SQL database; instead of appearing the application itself as the single user.
Otherwise, all the data within the database become visible at the application level.