There seems to be a confusion about Qobuz Connect vs. non- "Connect."
If you have a streamer with native Qobuz support, and you're controlling it using its software with your controlling device and both are connected to your local network (via wifi or ethernet), the streamer is always getting the files directly from the Qobuz server. whether you're using Connect or not.
With non-connect, the phone/controller sends a command to the streamer telling it to request the audio file from the Qobuz cloud server, the streamer then requests the file, and it's sent from the server to the streamer. The stream never passes through the controller device.
With connect, the phone/controller sends a command to the server telling it to send a file to the streamer, and the file is sent from the cloud server to streamer just the same as before.
If you were using not a network connected control/command but Bluetooth, Airplay or Chromecast, in those cases the phone/controller would be receiving the stream from the Qobuz server over the internet and then streaming it locally to the other home audio device. But we audiophiles aren't typically using those protocols anyway.
It IS possible with DNLA, using software like Bubble UPnP, to set the local controller as a kind of in-between server to act as a proxy for the stream. You'd only do that if you were having problems with streaming glitches or something with the files going more directly from server to streamer. But that's a special case that you have to turn on in a particular piece of software.
For folks using a streamer with native Qobuz support and network connected control of the streamer, there's no audio difference with or without Connect. The same files is coming from the Qobuz cloud server to the streamer via TCP/IP without stopping at the controller either way. The difference is just being able to use the native Qobuz app to have the stream sent to the streamer.