ODI noticed that source and target tables are Oracle tables.
In the case of source/target Oracle tables, using DB Link provides the best performance.
It might be a bit complicated to configure, but for very big tables DB Link indeed is the best option.
So, by default there is selected in the mapping a LKM based on DB Link.
But definitely you may used any other LKM - check the Physical tab of the mapping.
You need first to import in your project the LKM/IKM you need to use.
Thanks Adrian. The issue was that the Source Table was pointing to a Logical Schema which was connected to a different data server than the Target table. Since the data servers were different so ODI thought that creating a DB link will allow it to access the source tables.
I changed the logical schema of the Source Table to point to the correct one and the issue got resolved. The mapping is not generating a DB Link now and loading based on the direct load by putting a schema name in front of the source table.