Are Microsoft Sentinel data connectors limited to Microsoft products only?

No. 

Microsoft Sentinel comes with many out of the box connectors for Microsoft services, which you can integrate in real time. For example, the Microsoft 365 Defender connector is a service-to-service connector that integrates data from Office 365, Azure Active Directory (Azure AD), Microsoft Defender for Identity, and Microsoft Defender for Cloud Apps.

You can also enable built-in connectors to the broader security ecosystem for non-Microsoft products. For example, you can use Syslog, Common Event Format (CEF), or REST APIs to connect your data sources with Microsoft Sentinel.