For Sparrow it appears you have to manually connect to a server to see your funds and transactions. Never used a wallet that made you do that before.
I wouldn't mind that if it simply prompted you to connect a server during the setup process but it doesn't tell you anything. Would have saved me a lot of time.
This is actually a good thing, not bad, especially for privacy and if you don't trust third parties.
You have the option to choose your own node in Sparrow or node from someone else (like other wallets are doing).
Sparrow is much better wallet, but you need to spend few minutes to learn how it works, and it's nothing complicated.