Connecting to SQL DB over psycopg2 throws timeout

**Describe the bug**
Connecting to SQL DB over `psycopg2` throws timeout.

This is however
- possible on the full product (SageMaker Studio),
- and also possible on the competitor Google Colab.

**To Reproduce**
Code to reproduce:
```py
import psycopg2

# Credentials
creds = {
"user" : 'root',
"password" : '*********',
"host" : '*******', # IP of server
"port" : "****", # port of DB
"database" : "**********",
"connect_timeout" : 1
}

# Query
query = f"""SELECT * FROM "table"""
print(query)

# Connect
connection = psycopg2.connect(**creds)

# Timeout
"""
ERROR: connection to server at "*******", port **** failed: timeout expired
"""
```

**Expected behavior**
The notebook should be able to at least create a `psycopg2.connection` object succesfully, to be able to retrieve data from external SQL databases.

This could point to a **security lock on the ports** (as also SageMaker Studio has limitations in this regard), but SageMaker Studio Lab **does not allow to check nor change this rules**.

**Desktop (please complete the following information):**
- SageMaker Studio Lab,
- running JupyterLab 3.4.3

**Additional context**
***Full traceback***
```py
---------------------------------------------------------------------------
OperationalError Traceback (most recent call last)
/tmp/ipykernel_76/3517768673.py in ()
----> 1 connection = psycopg2.connect(**creds)

~/.conda/envs/default/lib/python3.9/site-packages/psycopg2/__init__.py in connect(dsn, connection_factory, cursor_factory, **kwargs)
120
121 dsn = _ext.make_dsn(dsn, **kwargs)
--> 122 conn = _connect(dsn, connection_factory=connection_factory, **kwasync)
123 if cursor_factory is not None:
124 conn.cursor_factory = cursor_factory

OperationalError: connection to server at "***********", port **** failed: timeout expired
```

Start by running the provided psycopg2.connect reproduction in SageMaker Studio Lab and compare it with the stated SageMaker Studio and Google Colab behavior. No repository file or test is named; the issue is done only when outbound SQL database connectivity is confirmed as supported and working, or the platform limitation and workaround are documented.

Written by the indexing model from the issue text.