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.