@jimintally...I was confused too. This is the way it was explained to me from a software developer:
Any 3rd party app, (Innous Sense, Bluesound BluOS, WiiM, etc) has to be connected to the service, (Qobuz, Tidal, Spotify, etc) or you wouldn’t be able to get into it. No playlists or albums or anything, so it’s not just a remote control. That set of programming protocols are different, (and limited) to allow this to happen.
A "connect" feature is directly connected to the service, (via a different set of protocols) that allow all of the features and sound quality, just like using the main app.
None of the apps, (3rd party or connect) pass the actual audio through the phone or iPad, unless you are using Bluetooth or Airplay, (or using the device as the actual streamer).
The main benefits of using the "connect" feature are "supposed" to be better audio/sound quality and getting all the features that the main app has to offer.
You are absolutely right that these "connect" features ONLY work on the service they are programmed for, so if you switch a lot between services or music stored locally, you have to use the device's app.
Hope this helps a little...