Let's take Salesforce as an example. Let's say they want to pull in data from their customer's database -- maybe so that sales reps can keep track of how much volume the customer did in the last month -- instead of requiring the customer to instrument their code with Salesforce API calls. Salesforce could use this tool to connect directly to all of their customer's databases / data warehouses, regardless of whether they're Postgres, Snowflake, Clickhouse, etc.
As far as why it's non-trivial: you have to support a lot of different databases / data warehouses, which all have slightly different query languages, type systems, and optimizations. Then you've got to move the data reliably, dealing with things like eventual consistency etc. We feel like that's the reason this hasn't been built yet.