That is, there is a conversion specifically for going from &str to Box<dyn Error>. (There is also one for String to Box<dyn Error>, and some other similar situations.)
The actual type that implements the Error trait is this private type StringError — first the &str is converted to String, and then it is wrapped in StringError. You can't see that type from outside, because it's always hidden behind dyn Error.
@kpreid Thanks for the explanation and link. I never though to go look at the source code, and yet, there was the answer I am still learning how to navigate and decipher the doc, this helped alot!
@anon4807959 Indeed, the author of the code I listed also mention the 2 alternatives to the syntax, and one was the .into().