I recently started to use c# to interface with a database, and there was one part of the process that appeared odd to me. When creating a SqlCommand, the method I was lead to took the form:

SqlCommand myCommand = new SqlCommand("Command String", myConnection);

Coming from a Java background, I was expecting something more similar to

SqlCommand myCommand = myConnection.createCommand("Command String");

I am asking, in terms of design, what is the difference between the two? The phrase "single responsibility" has been used to suggest that a connection should not be responsible for creating SqlCommands, but I would also say that, in my mind, the difference between the two is partly a mental one of the difference between a connection executing a command and a command acting on a connection, the latter of which seems less like what I have been lead to believe OOP should be. There is also a part of me wondering if the two should be completely separate, and should only come together in some sort of connection.execute(command) method. Can anyone help clear up these differences? Are any of these methods "more correct" than the others from an OO point of view?

(P.S. the fact that c# is used is completely irrelevant. It just highlighted to me that different approaches were used)