I'm not sure where CLI driver is,
CLI is the Call Level Interface. when you type in mysql and get a prompt, that program is using the CLI to communicate with the database. (At least that how everyone else does it.) In a sense, you are never "in" the database, you are always making calls to it instead. But those nice people at mysql have a nifty program to make basic calls for you, behind the scenes, per se.
When you echo multiple statement in a client program, it sends each statement separately through the CLI. That's two statements, two cursors, et al. It hides it from you, but there are two calls. When you are using DBI, you are taking control of when to call the CLI (via DBI, which does it for you), so when you have two statements, the CLI gets called only once, and it doesn't support multiple statements in the same batch.
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