Hello Jericho Viejo,
Thanks for reaching out!
The "Microsoft Graph -> Sites.ReadWriteAll" permission is a Microsoft Graph API permission that grants read and write access to all SharePoint sites. It allows you to create, read, update, and delete lists, among other operations, on all SharePoint sites in a tenant using the Microsoft Graph API.
The "SharePoint -> Sites.ReadWriteAll" permission is a SharePoint REST API permission that grants read and write access to all SharePoint sites. It allows you to create, read, update, and delete lists, among other operations, on all SharePoint sites in a tenant using the SharePoint REST API.
To create a SharePoint List using MS Graph API, you need to consent Sites.Manage.All permissions as per the documentation.
Hope this helps.
If the answer is helpful, please click "Accept Answer" and kindly upvote it. If you have further questions about this answer, please click "Comment".