When you click on the "Configure Service Application Associations" link, you will land on the Service Application Associations page. This page gives SharePoint admin an option to control association of the service application proxy groups to the web application or service application.

Or, if some solutions are deployed to the farm, then you will get something like this.

Configure service application associations page’s direct link: /_admin/ApplicationAssociations.aspx
What is Service Application Proxy?
When a consumer (i.e. Web application, web parts etc.) wants to use any given service application in SharePoint, then they need a link to reach it and that link is called Service Application Proxy or service connection. Without service application proxy, no one can communicate to the service application.
When you create a service application in SharePoint Server 2016, a service application connection is created. A service application connection associates the service application to web applications via membership in a service application connection group (also referred to as application proxy group).
If you create a new service application using the Central Admin, it is automatically added to the default application proxy group. But if you use PowerShell Cmdlets to create a service application, you have to specify the Application Proxy group since it won't add in the default group.
For web applications, you can associate all to the default application proxy group or you can create a custom group for each web app as per your requirement.
You can do multiple things over here.
Change the web application’s Service Group Connection













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