The advantage of selecting the only create connection option when importing data is that there would be no tables or reports that will show in your workbook.
The Only Create Connection option only is known to be an option given to a user so that they can save the script in the Excel workbook only.
Conclusively, If a user uses the select the option that is Only Create Connection, a form of data connection will be set up between the database and the workbook that you are working on and then there will be no tables or reports showing in the workbook.
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