Overall, SSIS has 2 environments:
- Development environment, on a dev. workstation, with VS and SSDT (or SQL Server Integration Services Projects for VS2019)
- Run-time environment, on a server with SQL Server instance and SSIS with SSISDB Catalog.
SSISDB Catalog Environments are just named sets of configuration parameters/settings. By using them and naming as such you can simulate Test, UAT, Production, and the like environments on the same (one and only) physical SSIS run-time server. That was the reason to name that SSIS feature as Environments.
SSISDB Catalog Environments are just for a SSIS run-time environment on a server. They are out of reach for VS in a dev. environment.