\Joomla\CMS\Extension\Service\Provider\MVCFactory is not able to get an individual Database from a Component-Container because of:

if ($factory instanceof DatabaseAwareInterface) {
	$factory->setDatabase($container->get(DatabaseInterface::class));
}

in Version 6.2.0. Only the CMS-Database (from parent container) is used.

Adding \Joomla\Database\DatabaseAwareInterface to \Joomla\CMS\MVC\Factory\MVCFactory-Implements resolves the problem in Version 6.2.0. As a workaround in my Components using its own database I use the following code to set the database in provider.php:

		$container->extend(
			MVCFactoryInterface::class,
			function (MVCFactoryInterface $factory, Container $c) {
				$factory->setDatabase($c->get(\Joomla\Database\DatabaseInterface::class));
				return $factory;
			}
		);

see also my Comments in [#45060]