Every business, especially a constantly business, has different data storage demands, and often they can't be fulfilled by a single Data Source. Although there are several Data Sources that can be considered all-around players (for example, PostgreSQL), there is no silver bullet that targets all needs, and it's not a rare case to see more than one Data Source in use.
The following is a real world example.
A company uses MySQL for financial transaction management, ElasticSearch is used to provide users with quick text search on their stored data, and Google Analytics is used to track their website metrics.
As of the current Redash version (version 5.0.0 at the time of writing this book), the following Data Sources are supported: