Merging MySQL Tables With phpMyAdmin. PhpMyAdmin is used as the backend database interface for a number of leading content management systems deployed by businesses, including WordPress, Joomla ...

You need to make sure you have MySQL set up for remote connections (See: How to set up MySQL for remote access on Ubuntu Server 16.04 (This also works for Ubuntu 18.04).

In MySQL it's about 4 seconds vs. about 1.5 minutes. I believe MySQL is creating a temporary table with the entire contents of the subquery where as SQL Server's optimizer is doing something smarter.