What is the difference between "CONNECT" and "GET HTTPS"?

CONNECT deals with the request

CONNECT

The CONNECT method converts the request connection to a transparent TCP/IP tunnel, usually to facilitate SSL-encrypted communication (HTTPS) through an unencrypted HTTP proxy.

While GET retrieves the data.

GET

The GET method requests a representation of the specified resource. Requests using GET should only retrieve data and should have no other effect. (This is also true of some other HTTP methods.) The W3C has published guidance principles on this distinction, saying, "Web application design should be informed by the above principles, but also by the relevant limitations."

Source - Hypertext Transfer Protocol