Config PMM server to store metrics to other data source

As the default Prometheus is not persistent data source, I would like to config the PMM server to store the metrics to other persistent data source such as MySQL or TimescaleDB. I am using PMM 2.2.0 and have tried “Configuration” -> “Data Source” -> “Add data source” -> choose MySQL -> set as default. It seems this does not config PMM server to store the metrics to MySQL.

Any advice are welcome.