In a time before cross-resource queries were possible the Application Insights Connector would copy data from Application Insights to a Log Analytics workspace. With the emergence of cross-resource queries the duplication of data is not required anymore as queries can be sent to both (or even more) entities at the same time in real time.
The connector will be disabled in November 2018 but will continue to function until then. You will not be able to link new Application Insights resources to a Log Analytics workspace going forward.
Read the note on the Application Insights connector documentation site.