
Explanation:
Box 1: Azure SQL database
You can't create the SSISDB Catalog database on Azure SQL Database at this time independently of creating the Azure-SSIS Integration Runtime in Azure Data Factory. The Azure-SSIS IR is the runtime environment that runs SSIS packages on Azure.
Box 2: Azure-SQL Server Integration Service Integration Runtime and self-hosted integration runtime The Integration Runtime (IR) is the compute infrastructure used by Azure Data Factory to provide data integration capabilities across different network environments. Azure-SSIS Integration Runtime (IR) in Azure Data Factory (ADF) supports running SSIS packages.
Self-hosted integration runtime can be used for data movement in this scenario.
Reference:
https://docs.microsoft.com/en-us/azure/data-factory/create-azure-integration-runtime
https://docs.microsoft.com/en-us/sql/integration-services/lift-shift/ssis-azure-connect-to-catalog-database