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SQS + Lambda vs Async Lambda

I need to do run a ML model in aws sagemaker in high volume.

The recommended flow will be

user -> web server -> SQS -> lambda -> sagemaker

What I want to compare is

user -> web server -> Async lambda -> sagemaker

What I want to know if I can do an async call with just lambda why will I use SQS

Found the solution on AWS re:Invent 2019: Scalable serverless event-driven applications using Amazon SQS & Lambda (API304)

https://youtu.be/2rikdPIFc_Q?t=1010

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