Possible issue with multiple databases and mssql

PHP does that with a lot of its database extensions, and it can be a PITA, but there's also logic behind it - if you're using the same username and password to connect to the same host, it makes little sense to create new connections again and again; just re-use the already established one.

(it's not just about the "physical" host)

If a second call is made to mssql_connect() with the same arguments, no new link will be established, but instead, the link identifier of the already opened link will be returned.

Source: https://secure.php.net/mssql_connect

mssql_connect() has a parameter that forces a new connection to be established, but CI doesn't use it ...