The SQL persistence and SQL tracking services work to provide durable storage for workflow state and workflow tracking information respectively. However, they don't quite work together. Specifically, each service will operate using different connections to the database. A workflow runtime with both services present will use more connections then necessary. Additional overhead will arise if the tracking service is transactional. When transactions span multiple connections, the Microsoft Distributed Transaction Coordinator (MSDTC) becomes involved and manages the transaction. MSDTC carries some overheard.
WF provides an optimization for applications using both the SQL persistence and SQL tracking services with the SharedConnectionWorkflowCommitWorkBatchService
class. The service allows the two SQL services to share a connection if the connection string for both is the same.