The practical difference
A direct credential turns the agent environment into the control plane. If the credential can reach production, the agent can try to use that authority whenever its plan points there.
OneQuery keeps the useful part of the workflow: the agent can still ask focused database questions. The difference is that the source, credential, validation, limits, and audit record stay outside the prompt and outside the shell environment.
Recommended rollout
Start with the smallest read-only source that answers a real debugging question. Remove the raw DSN from the agent setup, give the agent the OneQuery source identifier, and treat denied or truncated requests as normal feedback instead of reasons to broaden the credential.