While PEP249 says

Modules are free to implement this method using multiple calls to the .execute() method or by using array operations to have the database process the sequence as a whole in one call.

Just reading the docstring from the connection class is maximally misleading:

As a user, I (of course) assumed that databricks-sql-connector does something smart like e.g. batched inserts for a insert query. Instead I find that I have many thousand sequentially executed individual insert requests, one for each row.

I suggest to change the docstring to point out that behaviour!