why we do use connected system if we can authenticate directly from integration?
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The idea of using a connected system is that there can be multiple integrations sourced from it. If you create multiple integrations for same external system adding connection details for each of them, in future when connection details change you will have to update all integrations that depend on it whereas if you use a connected system, you will need to update credentials only in a single object. Connected system also allows you to deploy connection information across environments and use different connection information for each environment which is not the case if you authenticate directly in Integrations.
https://docs.appian.com/suite/help/21.4/Connected_System_Object.html
Thank you Hrishikesh