The connections in web.config and app.config

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When I add a connection string by wizard in a WebApp , the wizard add the
connection string to web.config like
<add name="MyDataBase" connectionString="Data Source=.\SQLEXPRESS;Initial
Catalog=xxxx;.....

But if I add the same connection string by wizard in a class library
project, the connection string in app.config will be:
<add name="dataHealth.Properties.Settings.MyDataBase"
connectionString="Data Source=.\SLEEPERS;Initial Catalog=xxxx...

The connection string name in app.config will be initial with
"ProjectName.Properties.Settings"
Why have the difference between web.config and app.config