Well, I'll answer my own post since I found a solution...
Assume you have SQL Tables named "Apple" and "Banana".
Make sure Apple has a primary key assigned (say in column Alice).
This should be the usual way an SQL primary key needs to be ( for instance not allow blanks, be unique etc.)
Make sure Banana has a column that can contain data of the type of the primary key (say in Column Bob).
In Infopath create a main data connection to Apple.
From the data connection window, select "add table".
That will spawn a window with a list of table relationship.
There, delete all the relationships, and add a relationship Alice=Bob. Done!
You can then ignore the column Bob, it just need to be present for Infopath to not get confused.
Using this strategy I was successful in simultaneous submission of the data to Apple and Banana.
I have no idea why we need to use such a circuitous route and couldn't just add another connection
to submit data to directly, but in the end I am happy I can submit to 2 different SQL tables
without need of additional code with web-services and stuff.
Ciao,
Paolo