but cannot be used in the same way at although/though. We use but to connect items which are the same grammatical type.
The conjunction "although" joins the two clauses in the sentence "He left, although I begged him not to."
You can switch out although with but and other conjunctions, so is the explanation they provide not contradicting this.
He left, but I begged him not to. He left, and I begged him not to.
Isn't the meaning the same and both grammatically accurate?