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JSX adding HTML literals to JS is fundamentally different than embedding PHP in HTML.

Not really comparable tho. In React, the JS in the HTML is to make loops and conditional rendering, i.e. presentational logic, like in any other templating system. In PHP, you can embed business logic and database accesses in the HTML.

You can do the same in your React render method I suppose, though it’s a bit harder since you are not attached to the server.

React can't execute arbitrary database queries.

Can too!

{e = () => ajaxCallToMutateDatabase()}

Or something similar...

It's just people don't do it because it is a bad idea!

I’m sure you can use the all JS mysql client to connect directly from your client app to your database.

Well yes if you're stupid enough to directly expose your DB to the world then it's technically possible, but barring such idiocy there's arguably more risk of a DB hack through PHP than client side JS in most architectures.

React can do SSR. You can use JSX on the backend for rendering pages just like on PHP.