in System>Battery>usage by apps, it states three options:

  • Always allowed in background

  • Managed by Windows

  • Never allowed in background

But the second setting in "background apps," Privacy>Background Apps, allows me to let apps run in the background.

What I don't understand is that why two different option for the same thing?

If they are not same, what different purpose they serve?

Part of the answer is in your question already: under System → Battery you have three options for each app, one of which lets you specify that an app can run in the background even when Battery Saver is active. Under the Privacy → Background Apps section, you only have a yes/no toggle for each app ("yes" and "no" correspond to "Managed by Windows" and "Never allowed in background", respectively).

The two settings pages also differ in how they list the apps - alphabetically or by power usage -, plus under System → Battery you have additional filtering options that can help you track down power-hungry apps.

As for why the same functionality is in two places, the answer is most likely that having an app run in the background affects two important things - your privacy and your phone's battery.

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