What connection do internal sessions belong to in MS SQL Server?
The internal sessions &lt; 50 are background processes, and have no corresponding connection, which is why you won't see them show up in
 sys.dm_exec_connections.

The connections are reffered to as external user processes apart from the internal processes.

Note also, as Dan Guzman added:


  System sessions in newer SQL Server versions may have session_id values > 50. These can be identified by is_user_process = 0 in sys.dm_exec_sessions