why we need to copy constring from dll in to web project

Question

1. I have created a dll.
2. I have added a entity model in to above dll.
3. Connection string generated in appconfig of dll  for entity model.
4. Then created new project in solution which is web application.
5. Add a reference of dll in web application.
6. Add a new webpage in web app and call a entity model to get data from DB.
7. I found error no connection string found.
8. When I copy connection string from appconfig of DLL in to wecbconfig of webapplication then error is removed.

I just want to know why I need to copy connection string in to web config whereas I have already added a reference of dll in web project.