The current implementation of a SQL database connection is far from ideal because it's linked directly to the data source. So, not only do we have to re-enter credentials every time we need a new table, we have to them maintain all those same credentials going forward and that's a huge problem as the number of data sources go. As with most BI tools, the database connection should only be setup once and the data source should contain only the attributes unique to it, such as the SQL query in this case.
This was apparently requested in 2015 (https://support.klipfolio.com/hc/en-us/community/posts/208108668-Shared-Connections-for-Data-Sources?input_string=Database%20connection%20should%20be%20shared%20among%20data%20sources) and ignored.
Please consider making this important change for your clients who would like to use a SQL database as a data source.