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Remove issues before they reach customer sites. No quality problems shall reach your Git master branch.
SonarQube is a central server that processes full analyses (triggered by the various SonarQube Scanners).
Its purpose is to give a 360° vision about the quality of your code base. For this, it analyzes all the source lines of your product on a regular basis.
It should be added that SonarQube also performs scans with well-known third party analyzers (SpotBugs - previously FindBugs -, Checkstyle, PMD) whereas SonarLint does not include those.
I think the reason is a prioritization on performance and findBugs relying on java byte-code.