I find the whole Qobuz ecosystem extremely confusing ...
It is extremely simple. Qobuz has long had its own app to run on Windows, iOS, and Android.
Many audio streamers have also incorporated the ability to stream Qobuz within the software on their devices, and that interface and functionality ranges from fairly crude to fairly slick.
Qobuz Connect is the latest innovation and is installed on your streamer. It will likely offer a much more rich experience because it uses the Qobuz app rather than your streamer’s native Qobuz interface for control.
For Qobuz Connect to work, your device manufacturer will have to modify its software. Many already have.