I’m sure you can use the all JS mysql client to connect directly from your client app to your database.

Well yes if you're stupid enough to directly expose your DB to the world then it's technically possible, but barring such idiocy there's arguably more risk of a DB hack through PHP than client side JS in most architectures.

React can do SSR. You can use JSX on the backend for rendering pages just like on PHP.

Can too!

{e = () => ajaxCallToMutateDatabase()}

Or something similar...

It's just people don't do it because it is a bad idea!