When I go through the documents, using session manager we can connect instance in private subnet without having bastion host itself [direct port forwarding from local to private ec2].
But in RDS case, even though we are making connection using session manager we need a EC2 instance in between local and private RDS.
Could you anyone explain me why it is like that? please share some document that explains that as well.
In order to connect to any EC2 instance with AWS systems manager, the SSM agent must be installed on that machine and the appropriate permissions need to be set up for the instance.
At the moment, AWS does not support this to RDS directly. In order for them to support such a setup, they'd probably need to install the agent on all RDS instances which generates quite some overhead and who knows what else the complexities of such a setup would have.
So at the present moment the most effective way to connect is setting up a tunnel via an EC2 instance.