In Funnel, you have the option to toggle off a data source. By toggling the "Use in Funnel" to "No", you are essentially hiding the data that comes in from this source from being displayed and used in the data explorer and in your exports.
Why would you want to do this? One example is if you're no longer using the data source, but you think you might start again the in future so you don't want to remove it. This makes it so that the connection is still there, the data is still coming in, but it's not being used until you would like to use it again. If you want to start using it again, simply switch it back to Yes.
Another example of why you would use this toggle, is that maybe you have connected a data source multiple times and the data is being double counted by having several connections on. In this case, you would be able to toggle the duplicate data sources to "No" and make sure you're not using duplicate data. To read more about this case you can read this article.
In the case that you would want to remove the data source, instead of toggling it off, and you want to be able to keep the historical data, find out how to do so here.