I'm pretty sure you forgot about inbound rule. Here the documentation says
When you create a security group, it has no inbound rules. Therefore, no inbound traffic originating from another host to your instance is allowed until you add inbound rules to the security group.
You only show the outbound rule, which I assume you are not setup the inbound rule. What that means that another computer cannot contact port 3306 of your RDS. But your RDS can connect to other computer with port 3306.
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