CGA had a 16 color palette. In text mode, every character could be rendered with the background and foreground of any of the 16 colors. In graphics mode, you had to select one of two horrible combinations of 3 colors, and could pick any color to be the fourth color. It was awful for games, being mostly oriented around having brightly colored text on a black background.
TGA's graphics mode had 4 bit color, which gave it the complete 16 colors of CGA. It was less terrible, but still pretty garish as you can see from the screenshots in the article. It inherited the overly bright colors designed for differentiating text on a black background.
I believe that both CGA and TGA used the a digital connection to the monitor, and they were compatible with each other. There were on/off RGB lines and a half bright line that made stuff half as bright, with additional logic for another independent grey instead of duplicating another black.
EGA had 4 bit indexed color into a 6 bit palette. I honestly think its 6 bit palette is passable for the darker, moodier environment of Another World, unlike the CGA palette. But relatively few games used it. Most games (including, apparently, Another World) used the CGA palette, because then you would still be compatible with CGA monitors. IMHO the developers would have done their users a favor by making a third EGA only palette.
I don't recall how EGA's cable worked, whether it was analog like VGA or used a six bit digital scheme not unlike CGA.