The implementation of this macro changed in MFC 4.2.
AFX_SQL_ASYNC simply calls the macro AFX_ODBC_CALL and ignores the prs parameter. In versions of MFC prior to 4.2, AFX_SQL_ASYNC was used to call ODBC API functions that might return SQL_STILL_EXECUTING. If an ODBC API function did return SQL_STILL_EXECUTING, then AFX_SQL_ASYNC would call prs->OnWaitForDataSource.
The MFC ODBC classes now use only synchronous processing. In order to perform an asynchronous operation, you must call the ODBC API function SQLSetConnectOption. For more information, see the topic "Executing Functions Asynchronously" in the Windows SDK.