What we mean by an “established connection” for TCP, is that we implement measures to ensure that the other side is receiving the data. This typically involves waiting for replies and using numbers to keep track of the order data should be sent and received.
UDP simply dispenses with this overhead. It simply sends the data to the destination. In the event that we’re actually waiting for a response and don’t get one, we just send the request again.
To be clear, there is a logical path between sender and receiver in both, the “established connection” for things like TCP are just the steps we’re taking to provide assurance that data is being sent and received over that path.
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